Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1524892.7114 | -85703.0135 | -1439189.6979 | -332118.4283 | -5281926.3532 | 4949807.9248 |
Total P&L (%) | -1524.8927 | -85.703 | -1439.1897 | -332.1184 | -5281.9264 | 4949.8079 |
Avg Daily Profit (%) | -0.8384 | -0.0471 | -0.7913 | 0 | 0 | 0.2159 |
Buy And Hold Return (%) | 604.7156 | 604.7156 | 604.7156 | 604.7156 | 604.7156 | 604.7156 |
Max Trade Drawdown | -1648529 | -228891 | -1499703 | -17664713 | -12816615 | -4848098 |
Profit Factor | 0.2903 | 0.788 | 0.175 | 0.9884 | 0.6841 | 1.4169 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 125 | 62 | 63 | 102 | 48 | 54 |
Losing Trades | 42 | 22 | 20 | 65 | 36 | 29 |
Profitability (%) | 74.8503 | 73.8095 | 75.9036 | 61.0778 | 57.1429 | 65.0602 |
Ratio Avg Win / Avg Loss | 0.0975 | 0.2796 | 0.0556 | 0.6299 | 0.513 | 0.7609 |
Largest Winning Trade | 29363 | 29363 | 23985 | 8199340 | 1478399 | 8199340 |
Largest Losing Trade | -612276 | -79103 | -612276 | -11750270 | -11750270 | -3303347 |
Avg Bars in Trades | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Winners | 15 | 12 | 17 | 32 | 34 | 30 |
Avg Bars in Losers | 124 | 131 | 116 | 58 | 55 | 61 |
Bars Traded | 7140 | 3683 | 3456 | 7140 | 3683 | 3456 |
Profit Streak | 27.3693 | 27.3693 | 34.1193 | 0 | 0 | 0 |
Trades During Streak | 10 | 5 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574983 | -576204 | -575907 | -578467 | -580181 | 331305 |
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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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