Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1021380.9884 | 27421.5658 | -1048802.5541 | -702565.289 | -5754228.5321 | 5051663.2432 |
Total P&L (%) | -1021.381 | 27.4216 | -1048.8026 | -702.5653 | -5754.2285 | 5051.6632 |
Avg Daily Profit (%) | -0.5635 | 0.0151 | -0.5787 | 0 | 0 | 0.2177 |
Buy And Hold Return (%) | 516.2458 | 516.2458 | 516.2458 | 516.2458 | 516.2458 | 516.2458 |
Max Trade Drawdown | -1208663 | -204260 | -1149182 | -13285993 | -10835917 | -3461252 |
Profit Factor | 0.4511 | 1.0689 | 0.2831 | 0.9729 | 0.6007 | 1.4369 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 101 | 50 | 51 | 103 | 51 | 52 |
Losing Trades | 101 | 51 | 50 | 99 | 50 | 49 |
Profitability (%) | 50 | 49.505 | 50.4951 | 50.9901 | 50.4951 | 51.4851 |
Ratio Avg Win / Avg Loss | 0.4511 | 1.0903 | 0.2776 | 0.9352 | 0.5889 | 1.354 |
Largest Winning Trade | 48827 | 48827 | 43809 | 8200404 | 1656472 | 8200404 |
Largest Losing Trade | -598023 | -73650 | -598023 | -9313732 | -9313732 | -2964308 |
Avg Bars in Trades | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Winners | 19 | 20 | 17 | 31 | 31 | 30 |
Avg Bars in Losers | 51 | 52 | 51 | 39 | 41 | 37 |
Bars Traded | 7141 | 3693 | 3448 | 7141 | 3693 | 3448 |
Profit Streak | 0 | 0 | 0 | 4.8911 | 15.1411 | 4.8911 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579720 | -483622 | -580998 | -578510 | -580413 | 346760 |
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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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