Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1386815.5883 | -61979.4242 | -1324836.1641 | -790858.1483 | -7696322.379 | 6905464.2307 |
Total P&L (%) | -1386.8156 | -61.9794 | -1324.8362 | -790.8581 | -7696.3224 | 6905.4642 |
Avg Daily Profit (%) | -0.7642 | -0.0342 | -0.73 | 0 | 0 | 0.2344 |
Buy And Hold Return (%) | 613.7965 | 613.7965 | 613.7965 | 613.7965 | 613.7965 | 613.7965 |
Max Trade Drawdown | -1461740 | -206385 | -1366968 | -24340084 | -18160196 | -6179887 |
Profit Factor | 0.3158 | 0.8309 | 0.2021 | 0.9789 | 0.6591 | 1.4633 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 139 | 69 | 70 | 94 | 43 | 51 |
Losing Trades | 39 | 20 | 19 | 84 | 46 | 38 |
Profitability (%) | 78.0899 | 77.5281 | 78.6517 | 52.809 | 48.3146 | 57.3034 |
Ratio Avg Win / Avg Loss | 0.0886 | 0.2408 | 0.0549 | 0.8748 | 0.7051 | 1.0903 |
Largest Winning Trade | 23496 | 21931 | 23496 | 8915823 | 1557176 | 8915823 |
Largest Losing Trade | -632979 | -75746 | -632979 | -15383044 | -15383044 | -4562703 |
Avg Bars in Trades | 60 | 62 | 57 | 60 | 62 | 57 |
Avg Bars in Winners | 21 | 18 | 24 | 52 | 51 | 54 |
Avg Bars in Losers | 197 | 216 | 177 | 67 | 73 | 61 |
Bars Traded | 10683 | 5600 | 5083 | 10683 | 5600 | 5083 |
Profit Streak | 5.9231 | 12.4231 | 5.9231 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574616 | -575738 | -576403 | -579481 | -581749 | 361578 |
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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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