Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1250174.7593 | -6799.3756 | -1243375.3837 | -820793.4183 | -8984311.8797 | 8163518.4614 |
Total P&L (%) | -1250.1748 | -6.7994 | -1243.3754 | -820.7934 | -8984.3119 | 8163.5185 |
Avg Daily Profit (%) | -0.6842 | -0.0037 | -0.6805 | 0 | 0 | 0.2419 |
Buy And Hold Return (%) | 747.0401 | 747.0401 | 747.0401 | 747.0401 | 747.0401 | 747.0401 |
Max Trade Drawdown | -1335296 | -190059 | -1302774 | -26310262 | -18007126 | -9541560 |
Profit Factor | 0.4141 | 0.9848 | 0.2632 | 0.9858 | 0.6948 | 1.2894 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 175 | 94 | 81 | 120 | 61 | 59 |
Losing Trades | 87 | 37 | 50 | 142 | 70 | 72 |
Profitability (%) | 66.7939 | 71.7557 | 61.8321 | 45.8015 | 46.5649 | 45.0382 |
Ratio Avg Win / Avg Loss | 0.2059 | 0.3876 | 0.1625 | 1.1665 | 0.7973 | 1.5735 |
Largest Winning Trade | 34697 | 28046 | 34697 | 19762901 | 3183320 | 19762901 |
Largest Losing Trade | -704114 | -78781 | -704114 | -13009449 | -13009449 | -7043656 |
Avg Bars in Trades | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Winners | 12 | 11 | 14 | 27 | 25 | 29 |
Avg Bars in Losers | 56 | 73 | 43 | 26 | 31 | 22 |
Bars Traded | 7147 | 3781 | 3366 | 7147 | 3781 | 3366 |
Profit Streak | 17.4236 | 17.9236 | 0 | 0 | 0 | 23.6736 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576384 | -577321 | -579173 | -579095 | -582042 | 313221 |
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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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