Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1301559.197 | -40660.3429 | -1260898.8541 | -657491.8784 | -5219362.9088 | 4561871.0304 |
Total P&L (%) | -1301.5592 | -40.6603 | -1260.8989 | -657.4919 | -5219.3629 | 4561.871 |
Avg Daily Profit (%) | -0.7154 | -0.0223 | -0.6931 | 0 | 0 | 0.2114 |
Buy And Hold Return (%) | 618.9963 | 618.9963 | 618.9963 | 618.9963 | 618.9963 | 618.9963 |
Max Trade Drawdown | -1387532 | -194794 | -1313898 | -19327923 | -13414434 | -5970309 |
Profit Factor | 0.3462 | 0.8956 | 0.2126 | 0.9788 | 0.7013 | 1.3357 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 146 | 70 | 76 | 105 | 51 | 54 |
Losing Trades | 57 | 32 | 25 | 98 | 51 | 47 |
Profitability (%) | 71.9212 | 68.6275 | 75.2475 | 51.7241 | 50 | 53.4653 |
Ratio Avg Win / Avg Loss | 0.1352 | 0.4094 | 0.0699 | 0.9136 | 0.7013 | 1.1625 |
Largest Winning Trade | 20601 | 20601 | 14283 | 8022563 | 2159035 | 8022563 |
Largest Losing Trade | -658143 | -77172 | -658143 | -11608258 | -11608258 | -3538097 |
Avg Bars in Trades | 26 | 28 | 23 | 26 | 28 | 23 |
Avg Bars in Winners | 9 | 8 | 10 | 22 | 24 | 20 |
Avg Bars in Losers | 68 | 73 | 62 | 30 | 32 | 27 |
Bars Traded | 5315 | 2934 | 2381 | 5315 | 2934 | 2381 |
Profit Streak | 13.893 | 13.893 | 14.2264 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575519 | -577492 | -576640 | -579213 | -580782 | 319644 |
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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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