Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1736302.0969 | -72178.7582 | -1664123.3387 | -108235.8249 | -11608804.0006 | 11500568.1757 |
Total P&L (%) | -1736.3021 | -72.1788 | -1664.1233 | -108.2358 | -11608.804 | 11500.5682 |
Avg Daily Profit (%) | -0.9244 | -0.0384 | -0.886 | 0 | 0 | 0.2534 |
Buy And Hold Return (%) | 210.4983 | 210.4983 | 210.4983 | 210.4983 | 210.4983 | 210.4983 |
Max Trade Drawdown | -1903941 | -161096 | -1772788 | -17582688 | -16271931 | -10251814 |
Profit Factor | 0.3016 | 0.7849 | 0.2263 | 0.9973 | 0.4859 | 1.6356 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 152 | 69 | 83 | 94 | 48 | 46 |
Losing Trades | 50 | 32 | 18 | 108 | 53 | 55 |
Profitability (%) | 75.2475 | 68.3168 | 82.1782 | 46.5347 | 47.5248 | 45.5446 |
Ratio Avg Win / Avg Loss | 0.0992 | 0.364 | 0.0491 | 1.1459 | 0.5365 | 1.9556 |
Largest Winning Trade | 17485 | 14133 | 17485 | 8463640 | 1403552 | 8463640 |
Largest Losing Trade | -1363033 | -43887 | -1363033 | -10216101 | -7652017 | -10216101 |
Avg Bars in Trades | 27 | 19 | 35 | 27 | 19 | 35 |
Avg Bars in Winners | 12 | 8 | 16 | 31 | 22 | 41 |
Avg Bars in Losers | 72 | 43 | 123 | 23 | 17 | 29 |
Bars Traded | 5531 | 1984 | 3546 | 5531 | 1984 | 3546 |
Profit Streak | 51.3173 | 51.3173 | 59.3173 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574756 | -577569 | -575706 | -579123 | -581747 | 344645 |
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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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