Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1330304.4895 | -33697.4547 | -1296607.0348 | -705544.5014 | -11107322.3042 | 10401777.8028 |
Total P&L (%) | -1330.3045 | -33.6975 | -1296.607 | -705.5445 | -11107.3223 | 10401.7778 |
Avg Daily Profit (%) | -0.7311 | -0.0185 | -0.7126 | 0 | 0 | 0.2561 |
Buy And Hold Return (%) | 577.4872 | 577.4872 | 577.4872 | 577.4872 | 577.4872 | 577.4872 |
Max Trade Drawdown | -1397576 | -205466 | -1332881 | -31713991 | -24084748 | -7832120 |
Profit Factor | 0.3348 | 0.9075 | 0.2074 | 0.9842 | 0.6127 | 1.6455 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 137 | 65 | 72 | 90 | 43 | 47 |
Losing Trades | 38 | 23 | 15 | 85 | 45 | 40 |
Profitability (%) | 78.2857 | 73.8636 | 82.7586 | 51.4286 | 48.8636 | 54.023 |
Ratio Avg Win / Avg Loss | 0.0929 | 0.3211 | 0.0432 | 0.9296 | 0.6412 | 1.4005 |
Largest Winning Trade | 39828 | 39828 | 22390 | 10556117 | 2011371 | 10556117 |
Largest Losing Trade | -574402 | -76955 | -574402 | -21184642 | -21184642 | -3835922 |
Avg Bars in Trades | 60 | 63 | 58 | 60 | 63 | 58 |
Avg Bars in Winners | 19 | 18 | 19 | 53 | 56 | 51 |
Avg Bars in Losers | 211 | 189 | 246 | 68 | 69 | 66 |
Bars Traded | 10658 | 5555 | 5103 | 10658 | 5555 | 5103 |
Profit Streak | 26.9161 | 67.5828 | 26.9161 | 0 | 0 | 0 |
Trades During Streak | 13 | 7 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574445 | -576139 | -575087 | -579676 | -581538 | 386008 |
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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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