Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1202354.7683 | -14524.4517 | -1187830.3166 | -1028629.1639 | -6897679.0137 | 5869049.8499 |
Total P&L (%) | -1202.3548 | -14.5245 | -1187.8303 | -1028.6292 | -6897.679 | 5869.0499 |
Avg Daily Profit (%) | -0.6622 | -0.008 | -0.6542 | 0 | 0 | 0.2255 |
Buy And Hold Return (%) | 580.5582 | 580.5582 | 580.5582 | 580.5582 | 580.5582 | 580.5582 |
Max Trade Drawdown | -1293166 | -188673 | -1243500 | -19819105 | -14678739 | -5677823 |
Profit Factor | 0.3785 | 0.962 | 0.2346 | 0.9715 | 0.6567 | 1.3678 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 152 | 73 | 79 | 95 | 46 | 49 |
Losing Trades | 45 | 26 | 19 | 102 | 53 | 49 |
Profitability (%) | 77.1574 | 73.7374 | 80.6122 | 48.2234 | 46.4646 | 50 |
Ratio Avg Win / Avg Loss | 0.1121 | 0.3426 | 0.0564 | 1.043 | 0.7567 | 1.3678 |
Largest Winning Trade | 35505 | 35505 | 14909 | 10446437 | 1874453 | 10446437 |
Largest Losing Trade | -593789 | -75141 | -593789 | -12583491 | -12583491 | -4609129 |
Avg Bars in Trades | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Winners | 8 | 7 | 9 | 23 | 27 | 20 |
Avg Bars in Losers | 88 | 89 | 85 | 29 | 31 | 28 |
Bars Traded | 5314 | 2910 | 2404 | 5314 | 2910 | 2404 |
Profit Streak | 10.1593 | 10.1593 | 30.826 | 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 | -574846 | -576775 | -575031 | -578493 | -582165 | 314588 |
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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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