Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1253313.0134 | -70128.6597 | -1183184.3536 | -175477.2715 | -1850177.5031 | 1674700.2316 |
Total P&L (%) | -1253.313 | -70.1287 | -1183.1844 | -175.4773 | -1850.1775 | 1674.7002 |
Avg Daily Profit (%) | -0.6687 | -0.0374 | -0.6313 | 0 | 0 | 0.1536 |
Buy And Hold Return (%) | 272.6406 | 272.6406 | 272.6406 | 272.6406 | 272.6406 | 272.6406 |
Max Trade Drawdown | -1426272 | -192408 | -1297075 | -2294291 | -2222602 | -1556513 |
Profit Factor | 0.4159 | 0.8464 | 0.2995 | 0.9761 | 0.4584 | 1.4267 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 135 | 61 | 74 | 121 | 55 | 66 |
Losing Trades | 103 | 58 | 45 | 117 | 64 | 53 |
Profitability (%) | 56.7227 | 51.2605 | 62.1849 | 50.8403 | 46.2185 | 55.4622 |
Ratio Avg Win / Avg Loss | 0.3173 | 0.8047 | 0.1822 | 0.9438 | 0.5335 | 1.1457 |
Largest Winning Trade | 34039 | 29926 | 34039 | 1697135 | 268941 | 1697135 |
Largest Losing Trade | -541567 | -52636 | -541567 | -1556513 | -1162221 | -1556513 |
Avg Bars in Trades | 92 | 98 | 87 | 92 | 98 | 87 |
Avg Bars in Winners | 55 | 58 | 52 | 78 | 79 | 77 |
Avg Bars in Losers | 142 | 140 | 144 | 108 | 115 | 99 |
Bars Traded | 22122 | 11733 | 10389 | 22122 | 11733 | 10389 |
Profit Streak | 0 | 6.7309 | 0 | 5.8975 | 0 | 6.6475 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578661 | -580165 | -579436 | -578724 | -582486 | 327080 |
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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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