Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1209709.2765 | -46243.2186 | -1163466.058 | -459150.5259 | -4574134.8164 | 4114984.2905 |
Total P&L (%) | -1209.7093 | -46.2432 | -1163.4661 | -459.1505 | -4574.1348 | 4114.9843 |
Avg Daily Profit (%) | -0.6673 | -0.0255 | -0.6418 | 0 | 0 | 0.2066 |
Buy And Hold Return (%) | 620.3966 | 620.3966 | 620.3966 | 620.3966 | 620.3966 | 620.3966 |
Max Trade Drawdown | -1276565 | -206190 | -1197742 | -13932495 | -10992437 | -3017013 |
Profit Factor | 0.3369 | 0.8715 | 0.2055 | 0.979 | 0.6616 | 1.4947 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 144 | 70 | 74 | 97 | 46 | 51 |
Losing Trades | 40 | 22 | 18 | 87 | 46 | 41 |
Profitability (%) | 78.2609 | 76.087 | 80.4348 | 52.7174 | 50 | 55.4348 |
Ratio Avg Win / Avg Loss | 0.0936 | 0.2739 | 0.05 | 0.878 | 0.6616 | 1.2016 |
Largest Winning Trade | 32268 | 32268 | 14063 | 5347888 | 1793269 | 5347888 |
Largest Losing Trade | -595673 | -74652 | -595673 | -9315361 | -9315361 | -2268682 |
Avg Bars in Trades | 37 | 41 | 34 | 37 | 41 | 34 |
Avg Bars in Winners | 11 | 9 | 12 | 36 | 37 | 34 |
Avg Bars in Losers | 134 | 144 | 121 | 40 | 46 | 33 |
Bars Traded | 6987 | 3840 | 3147 | 6987 | 3840 | 3147 |
Profit Streak | 20.6925 | 60.9425 | 20.6925 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574465 | -575920 | -575363 | -579462 | -581086 | 342684 |
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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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