Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1177303.7791 | -30747.7148 | -1146556.0643 | -434549.5251 | -6941689.5195 | 6507139.9944 |
Total P&L (%) | -1177.3038 | -30.7477 | -1146.5561 | -434.5495 | -6941.6895 | 6507.14 |
Avg Daily Profit (%) | -0.6478 | -0.0169 | -0.6308 | 0 | 0 | 0.2308 |
Buy And Hold Return (%) | 764.0454 | 764.0454 | 764.0454 | 764.0454 | 764.0454 | 764.0454 |
Max Trade Drawdown | -1248021 | -222439 | -1183068 | -21475596 | -16437658 | -5320456 |
Profit Factor | 0.3655 | 0.9198 | 0.2211 | 0.9872 | 0.6753 | 1.5132 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 142 | 67 | 75 | 99 | 48 | 51 |
Losing Trades | 46 | 27 | 19 | 89 | 46 | 43 |
Profitability (%) | 75.5319 | 71.2766 | 79.7872 | 52.6596 | 51.0638 | 54.2553 |
Ratio Avg Win / Avg Loss | 0.1184 | 0.3707 | 0.056 | 0.8875 | 0.6472 | 1.2758 |
Largest Winning Trade | 32795 | 32795 | 19240 | 8523011 | 2724427 | 8523011 |
Largest Losing Trade | -566612 | -75136 | -566612 | -13878477 | -13878477 | -3533485 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 5 | 5 | 6 | 17 | 18 | 17 |
Avg Bars in Losers | 58 | 57 | 59 | 19 | 22 | 16 |
Bars Traded | 3492 | 1912 | 1579 | 3492 | 1912 | 1579 |
Profit Streak | 23.9579 | 23.9579 | 25.9579 | 0 | 0 | 0 |
Trades During Streak | 10 | 5 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574503 | -576220 | -575122 | -579171 | -580665 | 367705 |
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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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