Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1333668.5674 | -65939.8609 | -1267728.7065 | -1490161.7417 | -14258862.3453 | 12768700.6036 |
Total P&L (%) | -1333.6686 | -65.9399 | -1267.7287 | -1490.1617 | -14258.8623 | 12768.7006 |
Avg Daily Profit (%) | -0.7359 | -0.0364 | -0.6995 | 0 | 0 | 0.2684 |
Buy And Hold Return (%) | 543.7517 | 543.7517 | 543.7517 | 543.7517 | 543.7517 | 543.7517 |
Max Trade Drawdown | -1418638 | -211602 | -1310452 | -32208906 | -20665198 | -12827951 |
Profit Factor | 0.3563 | 0.8594 | 0.2091 | 0.9759 | 0.6095 | 1.502 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 103 | 50 | 53 | 86 | 41 | 45 |
Losing Trades | 70 | 37 | 33 | 87 | 46 | 41 |
Profitability (%) | 59.5376 | 57.4713 | 61.6279 | 49.711 | 47.1264 | 52.3256 |
Ratio Avg Win / Avg Loss | 0.2422 | 0.636 | 0.1302 | 0.9873 | 0.6838 | 1.3685 |
Largest Winning Trade | 40465 | 26855 | 40465 | 20433073 | 3008862 | 20433073 |
Largest Losing Trade | -632979 | -47253 | -632979 | -12081688 | -8290539 | -12081688 |
Avg Bars in Trades | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Winners | 25 | 19 | 30 | 34 | 26 | 41 |
Avg Bars in Losers | 59 | 54 | 65 | 43 | 40 | 47 |
Bars Traded | 6762 | 2965 | 3798 | 6762 | 2965 | 3798 |
Profit Streak | 149.4576 | 154.2076 | 149.4576 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577222 | -578748 | -578354 | -579984 | -582217 | 357042 |
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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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