Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -921549.0918 | 12680.2999 | -934229.3917 | -522294.2719 | 1881853.1932 | -2404147.4651 |
Total P&L (%) | -921.5491 | 12.6803 | -934.2294 | -522.2943 | 1881.8532 | -2404.1475 |
Avg Daily Profit (%) | -0.4909 | 0.0068 | -0.4976 | 0 | 0.1592 | 0 |
Buy And Hold Return (%) | 257.0965 | 257.0965 | 257.0965 | 257.0965 | 257.0965 | 257.0965 |
Max Trade Drawdown | -1115236 | -106171 | -1057280 | -4646923 | -981066 | -5853626 |
Profit Factor | 0.5753 | 1.025 | 0.4384 | 0.9694 | 1.3599 | 0.7968 |
Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
Winning Trades | 209 | 106 | 103 | 179 | 92 | 87 |
Losing Trades | 134 | 65 | 69 | 164 | 79 | 85 |
Profitability (%) | 60.9329 | 61.9883 | 59.8837 | 52.1866 | 53.8012 | 50.5814 |
Ratio Avg Win / Avg Loss | 0.3689 | 0.6286 | 0.2937 | 0.8882 | 1.1678 | 0.7785 |
Largest Winning Trade | 36009 | 36009 | 32041 | 3526692 | 630328 | 3526692 |
Largest Losing Trade | -404606 | -33050 | -404606 | -3006097 | -397426 | -3006097 |
Avg Bars in Trades | 16 | 7 | 24 | 16 | 7 | 24 |
Avg Bars in Winners | 11 | 6 | 16 | 15 | 9 | 21 |
Avg Bars in Losers | 23 | 9 | 36 | 17 | 6 | 27 |
Bars Traded | 5584 | 1364 | 4220 | 5584 | 1364 | 4220 |
Profit Streak | 5.1773 | 0 | 5.5106 | 0 | 35.1773 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576576 | -542055 | -578167 | -578423 | 352527 | -580079 |
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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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