Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -682025.9616 | 171923.3166 | -853949.2782 | -4233717.3771 | -10694374.7961 | 6460657.419 |
Total P&L (%) | -682.026 | 171.9233 | -853.9493 | -4233.7174 | -10694.3748 | 6460.6574 |
Avg Daily Profit (%) | -0.3736 | 0.0942 | -0.4678 | 0 | 0 | 0.2294 |
Buy And Hold Return (%) | 658.6572 | 658.6572 | 658.6572 | 658.6572 | 658.6572 | 658.6572 |
Max Trade Drawdown | -891626 | -104087 | -944659 | -21221688 | -14006597 | -9453710 |
Profit Factor | 0.5788 | 1.5093 | 0.3337 | 0.9149 | 0.5898 | 1.2727 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 109 | 54 | 55 | 96 | 45 | 51 |
Losing Trades | 95 | 48 | 47 | 108 | 57 | 51 |
Profitability (%) | 53.4314 | 52.9412 | 53.9216 | 47.0588 | 44.1176 | 50 |
Ratio Avg Win / Avg Loss | 0.5045 | 1.3416 | 0.2852 | 1.0293 | 0.7471 | 1.2727 |
Largest Winning Trade | 55328 | 47804 | 55328 | 16004191 | 2924028 | 16004191 |
Largest Losing Trade | -453358 | -76033 | -453358 | -9868299 | -9868299 | -7277290 |
Avg Bars in Trades | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Winners | 37 | 34 | 40 | 46 | 45 | 47 |
Avg Bars in Losers | 69 | 76 | 61 | 57 | 61 | 53 |
Bars Traded | 10685 | 5574 | 5111 | 10685 | 5574 | 5111 |
Profit Streak | 12.2535 | 13.9201 | 0 | 0 | 0 | 16.5868 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578645 | -230953 | -580552 | -579187 | -583347 | 323728 |
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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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