Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1165612.2476 | 10023.1522 | -1175635.3998 | -2023711.2726 | -10731039.2002 | 8707327.9275 |
Total P&L (%) | -1165.6122 | 10.0232 | -1175.6354 | -2023.7113 | -10731.0392 | 8707.3279 |
Avg Daily Profit (%) | -0.6385 | 0.0055 | -0.644 | 0 | 0 | 0.2456 |
Buy And Hold Return (%) | 658.7876 | 658.7876 | 658.7876 | 658.7876 | 658.7876 | 658.7876 |
Max Trade Drawdown | -1262790 | -181479 | -1236234 | -30335073 | -23511052 | -7586925 |
Profit Factor | 0.3786 | 1.0303 | 0.2388 | 0.9563 | 0.6155 | 1.4743 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 143 | 73 | 70 | 84 | 43 | 41 |
Losing Trades | 38 | 18 | 20 | 97 | 48 | 49 |
Profitability (%) | 79.0055 | 80.2198 | 77.7778 | 46.4088 | 47.2527 | 45.5556 |
Ratio Avg Win / Avg Loss | 0.1006 | 0.254 | 0.0682 | 1.1043 | 0.6871 | 1.762 |
Largest Winning Trade | 29413 | 29413 | 26428 | 9570694 | 2621571 | 9570694 |
Largest Losing Trade | -639067 | -73885 | -639067 | -20019822 | -20019822 | -4417522 |
Avg Bars in Trades | 58 | 61 | 54 | 58 | 61 | 54 |
Avg Bars in Winners | 21 | 25 | 17 | 60 | 61 | 60 |
Avg Bars in Losers | 195 | 208 | 183 | 56 | 62 | 50 |
Bars Traded | 10574 | 5641 | 4933 | 10574 | 5641 | 4933 |
Profit Streak | 40.7947 | 73.6281 | 40.7947 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574473 | -534872 | -575787 | -579559 | -582157 | 311253 |
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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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