Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1705344.4335 | -10384.8154 | -1694959.6181 | 398328.865 | -4726608.9567 | 5124937.8218 |
Total P&L (%) | -1705.3444 | -10.3848 | -1694.9596 | 398.3289 | -4726.609 | 5124.9378 |
Avg Daily Profit (%) | -0.9066 | -0.0055 | -0.9011 | 0.0854 | 0 | 0.2105 |
Buy And Hold Return (%) | 197.9866 | 197.9866 | 197.9866 | 197.9866 | 197.9866 | 197.9866 |
Max Trade Drawdown | -1894690 | -129131 | -1819144 | -7402253 | -5985871 | -5319559 |
Profit Factor | 0.3531 | 0.9733 | 0.2459 | 1.0165 | 0.5969 | 1.4129 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 156 | 72 | 84 | 152 | 71 | 81 |
Losing Trades | 88 | 50 | 38 | 92 | 51 | 41 |
Profitability (%) | 63.9344 | 59.0164 | 68.8525 | 62.2951 | 58.1967 | 66.3934 |
Ratio Avg Win / Avg Loss | 0.1992 | 0.6759 | 0.1113 | 0.6153 | 0.4288 | 0.7152 |
Largest Winning Trade | 29093 | 18144 | 29093 | 6610249 | 731266 | 6610249 |
Largest Losing Trade | -1447729 | -38211 | -1447729 | -5062038 | -1864861 | -5062038 |
Avg Bars in Trades | 30 | 19 | 41 | 30 | 19 | 41 |
Avg Bars in Winners | 18 | 12 | 23 | 21 | 14 | 28 |
Avg Bars in Losers | 50 | 28 | 80 | 44 | 26 | 65 |
Bars Traded | 7376 | 2367 | 5009 | 7376 | 2367 | 5009 |
Profit Streak | 0 | 60.9724 | 0 | 0 | 60.9724 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577694 | -578169 | -578564 | -286892 | -578276 | 328674 |
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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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