Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1373675.2116 | -55978.2633 | -1317696.9484 | -374045.8072 | -4127288.9756 | 3753243.1684 |
Total P&L (%) | -1373.6752 | -55.9783 | -1317.6969 | -374.0458 | -4127.289 | 3753.2432 |
Avg Daily Profit (%) | -0.7578 | -0.0309 | -0.7269 | 0 | 0 | 0.2016 |
Buy And Hold Return (%) | 519.8317 | 519.8317 | 519.8317 | 519.8317 | 519.8317 | 519.8317 |
Max Trade Drawdown | -1441300 | -202795 | -1354302 | -15678963 | -12478498 | -3308126 |
Profit Factor | 0.3189 | 0.856 | 0.1906 | 0.9848 | 0.7313 | 1.404 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 132 | 66 | 66 | 90 | 44 | 46 |
Losing Trades | 59 | 29 | 30 | 101 | 51 | 50 |
Profitability (%) | 69.1099 | 69.4737 | 68.75 | 47.1204 | 46.3158 | 47.9167 |
Ratio Avg Win / Avg Loss | 0.1425 | 0.3761 | 0.0866 | 1.1052 | 0.8476 | 1.526 |
Largest Winning Trade | 21763 | 21763 | 19441 | 4984829 | 1682988 | 4984829 |
Largest Losing Trade | -764635 | -78123 | -764635 | -10844194 | -10844194 | -2782995 |
Avg Bars in Trades | 27 | 32 | 23 | 27 | 32 | 23 |
Avg Bars in Winners | 9 | 8 | 9 | 26 | 30 | 23 |
Avg Bars in Losers | 69 | 85 | 54 | 28 | 33 | 23 |
Bars Traded | 5314 | 3042 | 2272 | 5314 | 3042 | 2272 |
Profit Streak | 7.3115 | 0 | 7.6448 | 0 | 8.9781 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576342 | -578276 | -577412 | -578953 | -581843 | 325857 |
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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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