Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1203900.4348 | -48390.1454 | -1155510.2894 | -448088.1096 | -5832494.341 | 5384406.2314 |
Total P&L (%) | -1203.9004 | -48.3901 | -1155.5103 | -448.0881 | -5832.4943 | 5384.4062 |
Avg Daily Profit (%) | -0.6589 | -0.0265 | -0.6325 | 0 | 0 | 0.2194 |
Buy And Hold Return (%) | 883.4758 | 883.4758 | 883.4758 | 883.4758 | 883.4758 | 883.4758 |
Max Trade Drawdown | -1273458 | -216596 | -1190307 | -17654007 | -13913640 | -4032875 |
Profit Factor | 0.3327 | 0.8637 | 0.2026 | 0.9825 | 0.6502 | 1.5997 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 135 | 66 | 69 | 90 | 43 | 47 |
Losing Trades | 37 | 20 | 17 | 82 | 43 | 39 |
Profitability (%) | 78.4884 | 76.7442 | 80.2326 | 52.3256 | 50 | 54.6512 |
Ratio Avg Win / Avg Loss | 0.0912 | 0.2617 | 0.0499 | 0.8952 | 0.6502 | 1.3274 |
Largest Winning Trade | 27203 | 27203 | 14308 | 5499481 | 1714446 | 5499481 |
Largest Losing Trade | -577025 | -75136 | -577025 | -11947413 | -11947413 | -2473921 |
Avg Bars in Trades | 40 | 44 | 36 | 40 | 44 | 36 |
Avg Bars in Winners | 11 | 9 | 13 | 38 | 40 | 37 |
Avg Bars in Losers | 145 | 159 | 129 | 42 | 49 | 35 |
Bars Traded | 6987 | 3829 | 3158 | 6987 | 3829 | 3158 |
Profit Streak | 35.0114 | 75.5114 | 35.0114 | 0 | 0 | 0 |
Trades During Streak | 11 | 6 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574469 | -575839 | -575377 | -579575 | -581102 | 352597 |
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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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