Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -901689.4309 | 100636.6495 | -1002326.0804 | -1343748.9812 | -9225750.3246 | 7882001.3434 |
Total P&L (%) | -901.6894 | 100.6366 | -1002.3261 | -1343.749 | -9225.7503 | 7882.0013 |
Avg Daily Profit (%) | -0.4964 | 0.0554 | -0.5518 | 0 | 0 | 0.2414 |
Buy And Hold Return (%) | 582.0367 | 582.0367 | 582.0367 | 582.0367 | 582.0367 | 582.0367 |
Max Trade Drawdown | -1063761 | -139540 | -1073864 | -16122642 | -12040539 | -6956288 |
Profit Factor | 0.5112 | 1.2378 | 0.2949 | 0.9675 | 0.5807 | 1.4088 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 112 | 57 | 55 | 99 | 51 | 48 |
Losing Trades | 89 | 44 | 45 | 102 | 50 | 52 |
Profitability (%) | 55.7214 | 56.4356 | 55 | 49.2537 | 50.4951 | 48 |
Ratio Avg Win / Avg Loss | 0.4062 | 0.9555 | 0.2413 | 0.9968 | 0.5693 | 1.5262 |
Largest Winning Trade | 71404 | 71404 | 53553 | 18239255 | 2856106 | 18239255 |
Largest Losing Trade | -538693 | -77835 | -538693 | -8256881 | -8256881 | -4656116 |
Avg Bars in Trades | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Winners | 25 | 27 | 23 | 33 | 29 | 36 |
Avg Bars in Losers | 47 | 50 | 45 | 38 | 45 | 30 |
Bars Traded | 7162 | 3802 | 3360 | 7162 | 3802 | 3360 |
Profit Streak | 4.0246 | 6.2746 | 0 | 0 | 0 | 11.7746 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579181 | -284962 | -580417 | -580015 | -580998 | 387270 |
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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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