Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2853888.1865 | 37155.7979 | -2891043.9844 | -200612.8779 | -9764547.0389 | 9563934.161 |
Total P&L (%) | -2853.8882 | 37.1558 | -2891.044 | -200.6129 | -9764.547 | 9563.9342 |
Avg Daily Profit (%) | -1.3967 | 0.0182 | -1.4149 | 0 | 0 | 0.224 |
Buy And Hold Return (%) | 3216.2636 | 3216.2636 | 3216.2636 | 3216.2636 | 3216.2636 | 3216.2636 |
Max Trade Drawdown | -3124258 | -184878 | -3040811 | -18494862 | -16461856 | -4435032 |
Profit Factor | 0.2906 | 1.063 | 0.1579 | 0.994 | 0.5431 | 1.7815 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 103 | 48 | 55 | 99 | 47 | 52 |
Losing Trades | 98 | 52 | 46 | 102 | 53 | 49 |
Profitability (%) | 51.2438 | 48 | 54.4554 | 49.2537 | 47 | 51.4851 |
Ratio Avg Win / Avg Loss | 0.2765 | 1.1516 | 0.1321 | 1.0242 | 0.6125 | 1.6788 |
Largest Winning Trade | 153228 | 153228 | 55896 | 10718028 | 4470714 | 10718028 |
Largest Losing Trade | -1586633 | -70024 | -1586633 | -5701226 | -5701226 | -1911574 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 20 | 19 | 21 | 24 | 20 | 28 |
Avg Bars in Losers | 38 | 32 | 45 | 34 | 31 | 36 |
Bars Traded | 5917 | 2643 | 3274 | 5917 | 2643 | 3274 |
Profit Streak | 308.743 | 309.0764 | 308.743 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578319 | -485741 | -579897 | -578071 | -581954 | 302187 |
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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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