Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1202364.2074 | 4648.8061 | -1207013.0135 | -1588796.7099 | -10425155.6958 | 8836358.9859 |
Total P&L (%) | -1202.3642 | 4.6488 | -1207.013 | -1588.7967 | -10425.1557 | 8836.359 |
Avg Daily Profit (%) | -0.6597 | 0.0026 | -0.6623 | 0 | 0 | 0.2468 |
Buy And Hold Return (%) | 757.6846 | 757.6846 | 757.6846 | 757.6846 | 757.6846 | 757.6846 |
Max Trade Drawdown | -1316686 | -210003 | -1283286 | -29276393 | -22260399 | -7071020 |
Profit Factor | 0.374 | 1.0137 | 0.2367 | 0.9641 | 0.6096 | 1.5022 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 147 | 75 | 72 | 86 | 42 | 44 |
Losing Trades | 42 | 20 | 22 | 103 | 53 | 50 |
Profitability (%) | 77.7778 | 78.9474 | 76.5957 | 45.5026 | 44.2105 | 46.8085 |
Ratio Avg Win / Avg Loss | 0.1069 | 0.2703 | 0.0723 | 1.1547 | 0.7693 | 1.707 |
Largest Winning Trade | 29060 | 29060 | 21477 | 11477081 | 2950309 | 11477081 |
Largest Losing Trade | -672042 | -76004 | -672042 | -19627372 | -19627372 | -5081005 |
Avg Bars in Trades | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Winners | 14 | 13 | 15 | 41 | 44 | 37 |
Avg Bars in Losers | 118 | 138 | 100 | 34 | 35 | 33 |
Bars Traded | 7108 | 3759 | 3349 | 7108 | 3759 | 3349 |
Profit Streak | 38.1122 | 70.8622 | 38.1122 | 0 | 0 | 0 |
Trades During Streak | 11 | 7 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574475 | -557007 | -575819 | -579870 | -583330 | 335660 |
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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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