Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1466081.6515 | -103892.2387 | -1362189.4128 | -348348.7381 | -4271589.4309 | 3923240.6928 |
Total P&L (%) | -1466.0817 | -103.8922 | -1362.1894 | -348.3487 | -4271.5894 | 3923.2407 |
Avg Daily Profit (%) | -0.8074 | -0.0572 | -0.7502 | 0 | 0 | 0.2037 |
Buy And Hold Return (%) | 620.7763 | 620.7763 | 620.7763 | 620.7763 | 620.7763 | 620.7763 |
Max Trade Drawdown | -1533085 | -217326 | -1401014 | -13233908 | -9747572 | -3777154 |
Profit Factor | 0.287 | 0.7252 | 0.1883 | 0.9849 | 0.6717 | 1.3889 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 138 | 69 | 69 | 103 | 50 | 53 |
Losing Trades | 54 | 27 | 27 | 89 | 46 | 43 |
Profitability (%) | 71.875 | 71.875 | 71.875 | 53.6458 | 52.0833 | 55.2083 |
Ratio Avg Win / Avg Loss | 0.1123 | 0.2838 | 0.0737 | 0.851 | 0.618 | 1.1268 |
Largest Winning Trade | 21931 | 21931 | 21120 | 6713451 | 1108529 | 6713451 |
Largest Losing Trade | -639447 | -76294 | -639447 | -8531687 | -8531687 | -3130907 |
Avg Bars in Trades | 55 | 58 | 52 | 55 | 58 | 52 |
Avg Bars in Winners | 17 | 15 | 20 | 47 | 48 | 46 |
Avg Bars in Losers | 152 | 169 | 136 | 65 | 70 | 60 |
Bars Traded | 10683 | 5620 | 5063 | 10683 | 5620 | 5063 |
Profit Streak | 6.9846 | 64.1512 | 6.9846 | 0 | 0 | 0 |
Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575367 | -576374 | -577278 | -579300 | -580805 | 310317 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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