Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -909850.6238 | 113384.1168 | -1023234.7406 | -5802164.7811 | -15538687.1539 | 9736522.3728 |
Total P&L (%) | -909.8506 | 113.3841 | -1023.2347 | -5802.1648 | -15538.6872 | 9736.5224 |
Avg Daily Profit (%) | -0.499 | 0.0622 | -0.5612 | 0 | 0 | 0.252 |
Buy And Hold Return (%) | 715.1577 | 715.1577 | 715.1577 | 715.1577 | 715.1577 | 715.1577 |
Max Trade Drawdown | -1073225 | -169982 | -1107203 | -47899084 | -33318433 | -16542858 |
Profit Factor | 0.5334 | 1.2743 | 0.3341 | 0.9412 | 0.6991 | 1.2071 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 186 | 89 | 97 | 139 | 66 | 73 |
Losing Trades | 93 | 51 | 42 | 140 | 74 | 66 |
Profitability (%) | 66.6667 | 63.5714 | 69.7842 | 49.8208 | 47.1429 | 52.518 |
Ratio Avg Win / Avg Loss | 0.2667 | 0.7302 | 0.1447 | 0.948 | 0.7839 | 1.0914 |
Largest Winning Trade | 58378 | 58378 | 33414 | 21305342 | 5008806 | 21305342 |
Largest Losing Trade | -590828 | -74021 | -590828 | -27921140 | -27921140 | -10802856 |
Avg Bars in Trades | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Winners | 17 | 20 | 14 | 35 | 40 | 31 |
Avg Bars in Losers | 80 | 76 | 85 | 41 | 41 | 41 |
Bars Traded | 10721 | 5698 | 5023 | 10721 | 5698 | 5023 |
Profit Streak | 10.5907 | 13.0907 | 0 | 0 | 0 | 13.2573 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576508 | -275227 | -578399 | -579388 | -582072 | 314799 |
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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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