Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1243293.4338 | -37150.829 | -1206142.6049 | -695675.7446 | -5394264.1058 | 4698588.3612 |
Total P&L (%) | -1243.2934 | -37.1508 | -1206.1426 | -695.6757 | -5394.2641 | 4698.5884 |
Avg Daily Profit (%) | -0.683 | -0.0204 | -0.6626 | 0 | 0 | 0.2129 |
Buy And Hold Return (%) | 610.9622 | 610.9622 | 610.9622 | 610.9622 | 610.9622 | 610.9622 |
Max Trade Drawdown | -1328906 | -193586 | -1261426 | -16139301 | -11821194 | -4558605 |
Profit Factor | 0.3515 | 0.9002 | 0.2191 | 0.9751 | 0.6549 | 1.3818 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 152 | 73 | 79 | 91 | 44 | 47 |
Losing Trades | 39 | 23 | 16 | 100 | 52 | 48 |
Profitability (%) | 79.5812 | 76.0417 | 83.1579 | 47.644 | 45.8333 | 49.4737 |
Ratio Avg Win / Avg Loss | 0.0902 | 0.2836 | 0.0444 | 1.0715 | 0.774 | 1.4112 |
Largest Winning Trade | 26250 | 26250 | 14909 | 8244287 | 1521656 | 8244287 |
Largest Losing Trade | -593789 | -76599 | -593789 | -10355263 | -10355263 | -3489741 |
Avg Bars in Trades | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Winners | 9 | 8 | 10 | 24 | 27 | 22 |
Avg Bars in Losers | 98 | 99 | 97 | 30 | 32 | 28 |
Bars Traded | 5314 | 2926 | 2388 | 5314 | 2926 | 2388 |
Profit Streak | 28.4532 | 68.4532 | 28.4532 | 0 | 0 | 0 |
Trades During Streak | 9 | 8 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573989 | -575814 | -574825 | -578749 | -582696 | 306153 |
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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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