Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -913056.2717 | 91658.0608 | -1004714.3324 | -2444263.2192 | -9957768.3605 | 7513505.1413 |
Total P&L (%) | -913.0563 | 91.6581 | -1004.7143 | -2444.2632 | -9957.7684 | 7513.5051 |
Avg Daily Profit (%) | -0.4998 | 0.0502 | -0.55 | 0 | 0 | 0.2375 |
Buy And Hold Return (%) | 686.2117 | 686.2117 | 686.2117 | 686.2117 | 686.2117 | 686.2117 |
Max Trade Drawdown | -1050457 | -186026 | -1078999 | -28737940 | -22063750 | -7199141 |
Profit Factor | 0.5011 | 1.242 | 0.3077 | 0.9519 | 0.6558 | 1.3427 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 150 | 77 | 73 | 101 | 47 | 54 |
Losing Trades | 69 | 33 | 36 | 118 | 63 | 55 |
Profitability (%) | 68.4932 | 70 | 66.9725 | 46.1187 | 42.7273 | 49.5413 |
Ratio Avg Win / Avg Loss | 0.2305 | 0.5323 | 0.1517 | 1.1122 | 0.8791 | 1.3675 |
Largest Winning Trade | 52752 | 52752 | 40729 | 9968442 | 2648673 | 9968442 |
Largest Losing Trade | -566558 | -74606 | -566558 | -18925586 | -18925586 | -4464687 |
Avg Bars in Trades | 48 | 50 | 47 | 48 | 50 | 47 |
Avg Bars in Winners | 20 | 21 | 19 | 48 | 55 | 41 |
Avg Bars in Losers | 110 | 117 | 103 | 49 | 46 | 53 |
Bars Traded | 10708 | 5522 | 5186 | 10708 | 5522 | 5186 |
Profit Streak | 15.2168 | 75.7168 | 0 | 0 | 0 | 16.2168 |
Trades During Streak | 1 | 6 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576650 | -289490 | -578841 | -579474 | -583867 | 318109 |
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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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