Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1227155.5319 | -3167.5057 | -1223988.0263 | -1251543.8238 | -6561895.7121 | 5310351.8883 |
Total P&L (%) | -1227.1555 | -3.1675 | -1223.988 | -1251.5438 | -6561.8957 | 5310.3519 |
Avg Daily Profit (%) | -0.6771 | -0.0017 | -0.6754 | 0 | 0 | 0.2205 |
Buy And Hold Return (%) | 591.4362 | 591.4362 | 591.4362 | 591.4362 | 591.4362 | 591.4362 |
Max Trade Drawdown | -1317386 | -176603 | -1271118 | -21945153 | -15045392 | -7362012 |
Profit Factor | 0.3696 | 0.9912 | 0.2276 | 0.9676 | 0.6855 | 1.2987 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 161 | 80 | 81 | 102 | 47 | 55 |
Losing Trades | 43 | 22 | 21 | 102 | 55 | 47 |
Profitability (%) | 78.9216 | 78.4314 | 79.4118 | 50 | 46.0784 | 53.9216 |
Ratio Avg Win / Avg Loss | 0.0987 | 0.2726 | 0.059 | 0.9676 | 0.8022 | 1.1098 |
Largest Winning Trade | 26121 | 26121 | 14713 | 10044755 | 2172965 | 10044755 |
Largest Losing Trade | -661461 | -76380 | -661461 | -13146967 | -13146967 | -5694811 |
Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Winners | 12 | 12 | 11 | 28 | 30 | 26 |
Avg Bars in Losers | 116 | 125 | 106 | 40 | 42 | 36 |
Bars Traded | 7000 | 3798 | 3201 | 7000 | 3798 | 3201 |
Profit Streak | 37.0896 | 60.5896 | 37.0896 | 0 | 0 | 0 |
Trades During Streak | 15 | 8 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574189 | -575482 | -575372 | -579710 | -582585 | 306525 |
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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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