Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1277729.5229 | -17931.7097 | -1259797.8132 | -281748.8122 | -3046471.7994 | 2764722.9872 |
Total P&L (%) | -1277.7295 | -17.9317 | -1259.7978 | -281.7488 | -3046.4718 | 2764.723 |
Avg Daily Profit (%) | -0.5836 | -0.0082 | -0.5754 | 0 | 0 | 0.1534 |
Buy And Hold Return (%) | 502.5963 | 502.5963 | 502.5963 | 502.5963 | 502.5963 | 502.5963 |
Max Trade Drawdown | -1309474 | -143761 | -1274984 | -4607398 | -3728406 | -1421995 |
Profit Factor | 0.3903 | 0.9612 | 0.2288 | 0.969 | 0.5087 | 1.9607 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 143 | 68 | 75 | 109 | 53 | 56 |
Losing Trades | 62 | 34 | 28 | 96 | 49 | 47 |
Profitability (%) | 69.7561 | 66.6667 | 72.8155 | 53.1707 | 51.9608 | 54.3689 |
Ratio Avg Win / Avg Loss | 0.1692 | 0.4806 | 0.0854 | 0.8534 | 0.4703 | 1.6456 |
Largest Winning Trade | 45147 | 45147 | 26012 | 2327780 | 368487 | 2327780 |
Largest Losing Trade | -550771 | -68436 | -550771 | -2461472 | -2461472 | -833275 |
Avg Bars in Trades | 31 | 39 | 23 | 31 | 39 | 23 |
Avg Bars in Winners | 10 | 12 | 8 | 18 | 20 | 17 |
Avg Bars in Losers | 79 | 91 | 64 | 45 | 59 | 31 |
Bars Traded | 6412 | 3982 | 2430 | 6412 | 3982 | 2430 |
Profit Streak | 13.6859 | 13.6859 | 55.0193 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575645 | -578021 | -576016 | -579293 | -580806 | 393423 |
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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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