Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1208952.8966 | 17597.5511 | -1226550.4477 | -1069077.1842 | -11224528.1505 | 10155450.9664 |
Total P&L (%) | -1208.9529 | 17.5976 | -1226.5504 | -1069.0772 | -11224.5282 | 10155.451 |
Avg Daily Profit (%) | -0.6641 | 0.0097 | -0.6738 | 0 | 0 | 0.2547 |
Buy And Hold Return (%) | 657.0114 | 657.0114 | 657.0114 | 657.0114 | 657.0114 | 657.0114 |
Max Trade Drawdown | -1252262 | -179160 | -1256685 | -36107243 | -26723360 | -9601788 |
Profit Factor | 0.3935 | 1.0472 | 0.243 | 0.9805 | 0.6644 | 1.4741 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 138 | 72 | 66 | 95 | 48 | 47 |
Losing Trades | 59 | 27 | 32 | 102 | 51 | 51 |
Profitability (%) | 70.0508 | 72.7273 | 67.3469 | 48.2234 | 48.4848 | 47.9592 |
Ratio Avg Win / Avg Loss | 0.1682 | 0.3927 | 0.1178 | 1.0528 | 0.7059 | 1.5996 |
Largest Winning Trade | 35074 | 28601 | 35074 | 14370392 | 4873710 | 14370392 |
Largest Losing Trade | -808403 | -79122 | -808403 | -21445251 | -21445251 | -4147517 |
Avg Bars in Trades | 54 | 55 | 53 | 54 | 55 | 53 |
Avg Bars in Winners | 24 | 19 | 28 | 50 | 47 | 53 |
Avg Bars in Losers | 125 | 148 | 105 | 58 | 62 | 53 |
Bars Traded | 10728 | 5448 | 5280 | 10728 | 5448 | 5280 |
Profit Streak | 9.4348 | 10.4348 | 0 | 0 | 0 | 12.1014 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576481 | -512405 | -578544 | -578770 | -581657 | 370783 |
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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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