Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1250890.9235 | -6678.534 | -1244212.3895 | -1284601.9029 | -7754101.3521 | 6469499.4493 |
Total P&L (%) | -1250.8909 | -6.6785 | -1244.2124 | -1284.6019 | -7754.1014 | 6469.4994 |
Avg Daily Profit (%) | -0.6867 | -0.0037 | -0.683 | 0 | 0 | 0.23 |
Buy And Hold Return (%) | 612.0967 | 612.0967 | 612.0967 | 612.0967 | 612.0967 | 612.0967 |
Max Trade Drawdown | -1373567 | -193622 | -1304194 | -24469313 | -17123395 | -8625137 |
Profit Factor | 0.3826 | 0.9828 | 0.2407 | 0.9728 | 0.6906 | 1.2921 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 199 | 99 | 100 | 130 | 63 | 67 |
Losing Trades | 48 | 25 | 23 | 117 | 61 | 56 |
Profitability (%) | 80.5668 | 79.8387 | 81.3008 | 52.6316 | 50.8065 | 54.4715 |
Ratio Avg Win / Avg Loss | 0.0923 | 0.2482 | 0.0554 | 0.8755 | 0.6686 | 1.08 |
Largest Winning Trade | 21931 | 21931 | 14909 | 12373595 | 1712967 | 12373595 |
Largest Losing Trade | -675892 | -74014 | -675892 | -14901612 | -14901612 | -7065163 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 13 | 11 | 15 | 37 | 38 | 36 |
Avg Bars in Losers | 166 | 181 | 150 | 50 | 53 | 46 |
Bars Traded | 10705 | 5686 | 5019 | 10705 | 5686 | 5019 |
Profit Streak | 46.0314 | 70.1981 | 46.0314 | 0 | 0 | 0 |
Trades During Streak | 19 | 10 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573714 | -575207 | -575059 | -579144 | -580898 | 312548 |
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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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