Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1354652.7838 | -61440.0033 | -1293212.7805 | -581998.552 | -5140692.7156 | 4558694.1637 |
Total P&L (%) | -1354.6528 | -61.44 | -1293.2128 | -581.9986 | -5140.6927 | 4558.6942 |
Avg Daily Profit (%) | -0.742 | -0.0337 | -0.7083 | 0 | 0 | 0.2106 |
Buy And Hold Return (%) | 806.5723 | 806.5723 | 806.5723 | 806.5723 | 806.5723 | 806.5723 |
Max Trade Drawdown | -1427674 | -208451 | -1327018 | -15325863 | -11386849 | -4238066 |
Profit Factor | 0.3112 | 0.8352 | 0.1886 | 0.9763 | 0.6458 | 1.4524 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 142 | 70 | 72 | 97 | 44 | 53 |
Losing Trades | 42 | 22 | 20 | 87 | 48 | 39 |
Profitability (%) | 77.1739 | 76.087 | 78.2609 | 52.7174 | 47.8261 | 57.6087 |
Ratio Avg Win / Avg Loss | 0.092 | 0.2625 | 0.0524 | 0.8757 | 0.7045 | 1.0687 |
Largest Winning Trade | 28650 | 28650 | 14713 | 6899149 | 1521401 | 6899149 |
Largest Losing Trade | -666429 | -75333 | -666429 | -9930892 | -9930892 | -3066449 |
Avg Bars in Trades | 37 | 41 | 34 | 37 | 41 | 34 |
Avg Bars in Winners | 12 | 10 | 13 | 33 | 38 | 29 |
Avg Bars in Losers | 125 | 138 | 110 | 42 | 43 | 41 |
Bars Traded | 6987 | 3792 | 3195 | 6987 | 3792 | 3195 |
Profit Streak | 40.8874 | 74.1374 | 40.8874 | 0 | 0 | 0 |
Trades During Streak | 9 | 8 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574637 | -575823 | -575639 | -579462 | -581931 | 321211 |
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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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