Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1256327.8672 | -11685.6719 | -1244642.1954 | -824888.3263 | -6236390.9114 | 5411502.5851 |
Total P&L (%) | -1256.3279 | -11.6857 | -1244.6422 | -824.8883 | -6236.3909 | 5411.5026 |
Avg Daily Profit (%) | -0.6924 | -0.0064 | -0.6859 | 0 | 0 | 0.2212 |
Buy And Hold Return (%) | 584.7755 | 584.7755 | 584.7755 | 584.7755 | 584.7755 | 584.7755 |
Max Trade Drawdown | -1338877 | -171835 | -1283819 | -15692116 | -11652413 | -4103083 |
Profit Factor | 0.3772 | 0.972 | 0.2217 | 0.9734 | 0.6601 | 1.4279 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 146 | 73 | 73 | 87 | 41 | 46 |
Losing Trades | 47 | 24 | 23 | 106 | 56 | 50 |
Profitability (%) | 75.6477 | 75.2577 | 76.0417 | 45.0777 | 42.268 | 47.9167 |
Ratio Avg Win / Avg Loss | 0.1214 | 0.3196 | 0.0699 | 1.186 | 0.9016 | 1.5521 |
Largest Winning Trade | 27007 | 27007 | 18517 | 10524479 | 2185416 | 10524479 |
Largest Losing Trade | -652734 | -79594 | -652734 | -10557679 | -10557679 | -3480034 |
Avg Bars in Trades | 36 | 39 | 34 | 36 | 39 | 34 |
Avg Bars in Winners | 13 | 12 | 15 | 34 | 33 | 34 |
Avg Bars in Losers | 108 | 121 | 95 | 39 | 43 | 34 |
Bars Traded | 7130 | 3821 | 3309 | 7130 | 3821 | 3309 |
Profit Streak | 12.1129 | 23.1129 | 0 | 0 | 0 | 22.6129 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575821 | -576484 | -577422 | -580015 | -584080 | 346862 |
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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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