Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1439347.4368 | -63541.9926 | -1375805.4443 | -112915.9643 | 1878807.6843 | -1991723.6487 |
Total P&L (%) | -1439.3474 | -63.542 | -1375.8054 | -112.916 | 1878.8077 | -1991.7236 |
Avg Daily Profit (%) | -0.792 | -0.035 | -0.7571 | 0 | 0.1644 | 0 |
Buy And Hold Return (%) | 664.085 | 664.085 | 664.085 | 664.085 | 664.085 | 664.085 |
Max Trade Drawdown | -1616528 | -183088 | -1452689 | -3146524 | -472747 | -3225887 |
Profit Factor | 0.3639 | 0.8746 | 0.2165 | 0.9831 | 2.5412 | 0.6356 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 134 | 67 | 67 | 103 | 53 | 50 |
Losing Trades | 71 | 36 | 35 | 102 | 50 | 52 |
Profitability (%) | 65.3659 | 65.0485 | 65.6863 | 50.2439 | 51.4563 | 49.0196 |
Ratio Avg Win / Avg Loss | 0.1928 | 0.4699 | 0.1131 | 0.9736 | 2.3973 | 0.661 |
Largest Winning Trade | 34720 | 28336 | 34720 | 2846230 | 1390215 | 2846230 |
Largest Losing Trade | -880306 | -74532 | -880306 | -2306579 | -472747 | -2306579 |
Avg Bars in Trades | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Winners | 14 | 14 | 13 | 31 | 35 | 27 |
Avg Bars in Losers | 73 | 86 | 60 | 38 | 44 | 32 |
Bars Traded | 7135 | 4104 | 3031 | 7135 | 4104 | 3031 |
Profit Streak | 39.5671 | 39.5671 | 44.8171 | 0 | 0 | 0 |
Trades During Streak | 14 | 7 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575954 | -577510 | -577150 | -579673 | 332068 | -581163 |
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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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