Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1901639.9994 | 31273.0968 | -1932913.0963 | -177623.8283 | 3494963.9574 | -3672587.7857 |
Total P&L (%) | -1901.64 | 31.2731 | -1932.9131 | -177.6238 | 3494.964 | -3672.5878 |
Avg Daily Profit (%) | -0.8556 | 0.0141 | -0.8696 | 0 | 0.1613 | 0 |
Buy And Hold Return (%) | 347.1007 | 347.1007 | 347.1007 | 347.1007 | 347.1007 | 347.1007 |
Max Trade Drawdown | -2083979 | -147565 | -2005563 | -7235843 | -2084883 | -6069869 |
Profit Factor | 0.3822 | 1.0447 | 0.1873 | 0.9891 | 1.4821 | 0.593 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 230 | 125 | 105 | 183 | 89 | 94 |
Losing Trades | 159 | 70 | 89 | 206 | 106 | 100 |
Profitability (%) | 59.126 | 64.1026 | 54.1237 | 47.0437 | 45.641 | 48.4536 |
Ratio Avg Win / Avg Loss | 0.2642 | 0.585 | 0.1587 | 1.1134 | 1.7652 | 0.6309 |
Largest Winning Trade | 38916 | 38916 | 33064 | 2507233 | 2507233 | 2242362 |
Largest Losing Trade | -1894535 | -54692 | -1894535 | -4776537 | -946736 | -4776537 |
Avg Bars in Trades | 16 | 23 | 9 | 16 | 23 | 9 |
Avg Bars in Winners | 8 | 12 | 4 | 22 | 36 | 10 |
Avg Bars in Losers | 27 | 42 | 15 | 10 | 12 | 9 |
Bars Traded | 6426 | 4518 | 1908 | 6426 | 4518 | 1908 |
Profit Streak | 13.9296 | 14.5963 | 0 | 0 | 0 | 16.9296 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576686 | -509685 | -579505 | -577949 | 326267 | -580070 |
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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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