Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1404453.3149 | -52484.9025 | -1351968.4124 | -557443.9344 | -4695751.6641 | 4138307.7297 |
Total P&L (%) | -1404.4533 | -52.4849 | -1351.9684 | -557.4439 | -4695.7517 | 4138.3077 |
Avg Daily Profit (%) | -0.774 | -0.0289 | -0.7451 | 0 | 0 | 0.2067 |
Buy And Hold Return (%) | 613.2158 | 613.2158 | 613.2158 | 613.2158 | 613.2158 | 613.2158 |
Max Trade Drawdown | -1463908 | -196738 | -1377676 | -14415787 | -11209676 | -3904987 |
Profit Factor | 0.3348 | 0.8686 | 0.2102 | 0.9766 | 0.6766 | 1.4457 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 124 | 57 | 67 | 85 | 39 | 46 |
Losing Trades | 64 | 37 | 27 | 103 | 55 | 48 |
Profitability (%) | 65.9574 | 60.6383 | 71.2766 | 45.2128 | 41.4894 | 48.9362 |
Ratio Avg Win / Avg Loss | 0.1728 | 0.5638 | 0.0847 | 1.1834 | 0.9542 | 1.5085 |
Largest Winning Trade | 26648 | 22654 | 26648 | 4577604 | 1561610 | 4577604 |
Largest Losing Trade | -644781 | -73882 | -644781 | -9129534 | -9129534 | -1692230 |
Avg Bars in Trades | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Winners | 12 | 13 | 11 | 38 | 40 | 36 |
Avg Bars in Losers | 85 | 80 | 93 | 36 | 38 | 33 |
Bars Traded | 7017 | 3723 | 3294 | 7017 | 3723 | 3294 |
Profit Streak | 22.3996 | 62.3996 | 22.3996 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576043 | -578200 | -576536 | -579988 | -584390 | 334642 |
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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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