Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1181143.6723 | 7998.0475 | -1189141.7197 | -1856789.9993 | -12844822.3045 | 10988032.3051 |
Total P&L (%) | -1181.1437 | 7.998 | -1189.1417 | -1856.79 | -12844.8223 | 10988.0323 |
Avg Daily Profit (%) | -0.647 | 0.0044 | -0.6514 | 0 | 0 | 0.2583 |
Buy And Hold Return (%) | 730.4211 | 730.4211 | 730.4211 | 730.4211 | 730.4211 | 730.4211 |
Max Trade Drawdown | -1297050 | -206087 | -1258910 | -35830112 | -27293683 | -8582336 |
Profit Factor | 0.3799 | 1.0239 | 0.2428 | 0.9666 | 0.6073 | 1.4796 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 147 | 74 | 73 | 86 | 45 | 41 |
Losing Trades | 38 | 19 | 19 | 99 | 48 | 51 |
Profitability (%) | 79.4595 | 79.5699 | 79.3478 | 46.4865 | 48.3871 | 44.5652 |
Ratio Avg Win / Avg Loss | 0.0982 | 0.2629 | 0.0632 | 1.1127 | 0.6477 | 1.8405 |
Largest Winning Trade | 29294 | 29294 | 22279 | 16039180 | 3089252 | 16039180 |
Largest Losing Trade | -644641 | -76109 | -644641 | -24011911 | -24011911 | -6149286 |
Avg Bars in Trades | 57 | 60 | 54 | 57 | 60 | 54 |
Avg Bars in Winners | 22 | 22 | 21 | 60 | 58 | 62 |
Avg Bars in Losers | 194 | 208 | 181 | 55 | 62 | 48 |
Bars Traded | 10661 | 5625 | 5036 | 10661 | 5625 | 5036 |
Profit Streak | 41.0215 | 73.6882 | 41.0215 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574336 | -543341 | -575499 | -579508 | -581711 | 302635 |
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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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