Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1264074.9858 | -43306.5212 | -1220768.4647 | -583412.6026 | -4442145.5811 | 3858732.9785 |
Total P&L (%) | -1264.075 | -43.3065 | -1220.7685 | -583.4126 | -4442.1456 | 3858.733 |
Avg Daily Profit (%) | -0.6947 | -0.0238 | -0.6709 | 0 | 0 | 0.2024 |
Buy And Hold Return (%) | 582.9105 | 582.9105 | 582.9105 | 582.9105 | 582.9105 | 582.9105 |
Max Trade Drawdown | -1355612 | -195211 | -1275894 | -12649109 | -9554122 | -3441898 |
Profit Factor | 0.345 | 0.8853 | 0.2135 | 0.9747 | 0.6532 | 1.3779 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 145 | 69 | 76 | 94 | 47 | 47 |
Losing Trades | 44 | 26 | 18 | 95 | 48 | 47 |
Profitability (%) | 76.7196 | 72.6316 | 80.8511 | 49.7355 | 49.4737 | 50 |
Ratio Avg Win / Avg Loss | 0.1047 | 0.3336 | 0.0506 | 0.985 | 0.6671 | 1.3779 |
Largest Winning Trade | 35505 | 35505 | 14909 | 7069989 | 1332047 | 7069989 |
Largest Losing Trade | -593789 | -77172 | -593789 | -8462651 | -8462651 | -3018147 |
Avg Bars in Trades | 28 | 30 | 25 | 28 | 30 | 25 |
Avg Bars in Winners | 9 | 8 | 10 | 23 | 26 | 20 |
Avg Bars in Losers | 88 | 89 | 88 | 32 | 35 | 30 |
Bars Traded | 5314 | 2927 | 2387 | 5314 | 2927 | 2387 |
Profit Streak | 14.2987 | 14.2987 | 34.6321 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574972 | -577273 | -575019 | -579613 | -581283 | 300196 |
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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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