Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1441768.9135 | -81033.8879 | -1360735.0256 | -250125.3062 | -4550165.0426 | 4300039.7364 |
Total P&L (%) | -1441.7689 | -81.0339 | -1360.735 | -250.1253 | -4550.165 | 4300.0397 |
Avg Daily Profit (%) | -0.7902 | -0.0444 | -0.7458 | 0 | 0 | 0.2076 |
Buy And Hold Return (%) | 700.7435 | 700.7435 | 700.7435 | 700.7435 | 700.7435 | 700.7435 |
Max Trade Drawdown | -1539259 | -227897 | -1412564 | -14511783 | -11914343 | -3398159 |
Profit Factor | 0.3007 | 0.796 | 0.1825 | 0.9895 | 0.688 | 1.4661 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 163 | 79 | 84 | 100 | 49 | 51 |
Losing Trades | 49 | 27 | 22 | 112 | 57 | 55 |
Profitability (%) | 76.8868 | 74.5283 | 79.2453 | 47.1698 | 46.2264 | 48.1132 |
Ratio Avg Win / Avg Loss | 0.0904 | 0.272 | 0.0478 | 1.1082 | 0.8004 | 1.5811 |
Largest Winning Trade | 23437 | 23437 | 16692 | 6236341 | 2004751 | 6236341 |
Largest Losing Trade | -796453 | -75653 | -796453 | -10278921 | -10278921 | -3398159 |
Avg Bars in Trades | 50 | 57 | 42 | 50 | 57 | 42 |
Avg Bars in Winners | 14 | 14 | 14 | 50 | 57 | 42 |
Avg Bars in Losers | 168 | 183 | 149 | 50 | 57 | 42 |
Bars Traded | 10621 | 6110 | 4511 | 10621 | 6110 | 4511 |
Profit Streak | 19.0891 | 19.0891 | 36.7558 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575117 | -577033 | -575445 | -579102 | -582517 | 314332 |
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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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