Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1173848.0075 | 119741.3586 | -1293589.3661 | -103358.8264 | 2880693.9968 | -2984052.8233 |
Total P&L (%) | -1173.848 | 119.7414 | -1293.5894 | -103.3588 | 2880.694 | -2984.0528 |
Avg Daily Profit (%) | -0.6463 | 0.0659 | -0.7123 | 0 | 0.1871 | 0 |
Buy And Hold Return (%) | 507.2928 | 507.2928 | 507.2928 | 507.2928 | 507.2928 | 507.2928 |
Max Trade Drawdown | -1238596 | -107378 | -418182 | -4749125 | -1861564 | -2911948 |
Profit Factor | 0.4387 | 1.3279 | 0.2506 | 0.9915 | 1.6388 | 0.6126 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 108 | 55 | 53 | 84 | 45 | 39 |
Losing Trades | 80 | 39 | 41 | 104 | 49 | 55 |
Profitability (%) | 57.4468 | 58.5106 | 56.383 | 44.6809 | 47.8723 | 41.4894 |
Ratio Avg Win / Avg Loss | 0.325 | 0.9416 | 0.1939 | 1.2276 | 1.7845 | 0.8639 |
Largest Winning Trade | 62650 | 62650 | 34688 | 3332344 | 3332344 | 2334473 |
Largest Losing Trade | -1063631 | -76003 | -1063631 | -1173572 | -732801 | -1173572 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 34 | 35 | 32 | 68 | 72 | 64 |
Avg Bars in Losers | 87 | 82 | 92 | 47 | 39 | 54 |
Bars Traded | 10657 | 5156 | 5501 | 10657 | 5156 | 5501 |
Profit Streak | 0 | 0 | 0 | 19.3938 | 22.5604 | 19.3938 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578828 | -271288 | -580253 | -579130 | 344401 | -583832 |
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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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