Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1260376.4502 | -17094.4624 | -1243281.9878 | -965542.821 | -8017572.103 | 7052029.2819 |
Total P&L (%) | -1260.3765 | -17.0945 | -1243.282 | -965.5428 | -8017.5721 | 7052.0293 |
Avg Daily Profit (%) | -0.6921 | -0.0094 | -0.6827 | 0 | 0 | 0.2348 |
Buy And Hold Return (%) | 618.2994 | 618.2994 | 618.2994 | 618.2994 | 618.2994 | 618.2994 |
Max Trade Drawdown | -1343396 | -191825 | -1294046 | -26416950 | -19561630 | -7574476 |
Profit Factor | 0.3692 | 0.9561 | 0.227 | 0.9783 | 0.6879 | 1.375 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 151 | 73 | 78 | 106 | 51 | 55 |
Losing Trades | 54 | 30 | 24 | 99 | 52 | 47 |
Profitability (%) | 73.6585 | 70.8738 | 76.4706 | 51.7073 | 49.5146 | 53.9216 |
Ratio Avg Win / Avg Loss | 0.132 | 0.3929 | 0.0698 | 0.9137 | 0.7014 | 1.175 |
Largest Winning Trade | 20601 | 20601 | 14283 | 10812405 | 2909839 | 10812405 |
Largest Losing Trade | -658143 | -77172 | -658143 | -17390126 | -17390126 | -4768469 |
Avg Bars in Trades | 25 | 28 | 23 | 25 | 28 | 23 |
Avg Bars in Winners | 9 | 8 | 10 | 21 | 24 | 19 |
Avg Bars in Losers | 71 | 77 | 65 | 30 | 32 | 27 |
Bars Traded | 5315 | 2927 | 2388 | 5315 | 2927 | 2388 |
Profit Streak | 15.3754 | 15.3754 | 15.7087 | 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 | -575288 | -577213 | -576493 | -579205 | -580968 | 337719 |
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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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