Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1268865.2576 | 5511.2048 | -1274376.4624 | -1232360.7642 | -15185819.4256 | 13953458.6614 |
Total P&L (%) | -1268.8653 | 5.5112 | -1274.3765 | -1232.3608 | -15185.8194 | 13953.4587 |
Avg Daily Profit (%) | -0.6963 | 0.003 | -0.6993 | 0 | 0 | 0.2718 |
Buy And Hold Return (%) | 695.3225 | 695.3225 | 695.3225 | 695.3225 | 695.3225 | 695.3225 |
Max Trade Drawdown | -1377500 | -203773 | -1348305 | -43590339 | -33476595 | -10148752 |
Profit Factor | 0.3938 | 1.0141 | 0.2519 | 0.9811 | 0.6398 | 1.6048 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 150 | 76 | 74 | 115 | 59 | 56 |
Losing Trades | 83 | 41 | 42 | 118 | 58 | 60 |
Profitability (%) | 64.3777 | 64.9573 | 63.7931 | 49.3562 | 50.4274 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.2179 | 0.5471 | 0.143 | 1.0067 | 0.629 | 1.7194 |
Largest Winning Trade | 34626 | 33168 | 34626 | 14915636 | 4567197 | 14915636 |
Largest Losing Trade | -788212 | -78867 | -788212 | -28518658 | -28518658 | -4602074 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 14 | 14 | 15 | 28 | 27 | 29 |
Avg Bars in Losers | 59 | 65 | 54 | 32 | 36 | 29 |
Bars Traded | 7152 | 3742 | 3410 | 7152 | 3742 | 3410 |
Profit Streak | 11.6591 | 12.1591 | 0 | 0 | 0 | 13.6591 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577065 | -558871 | -578958 | -578142 | -580965 | 419420 |
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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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