Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1959140.6436 | -146673.3341 | -1812467.3096 | -204632.529 | -2470387.7108 | 2265755.1818 |
Total P&L (%) | -1959.1406 | -146.6733 | -1812.4673 | -204.6325 | -2470.3877 | 2265.7552 |
Avg Daily Profit (%) | -1.044 | -0.0782 | -0.9658 | 0 | 0 | 0.1687 |
Buy And Hold Return (%) | 322.7603 | 322.7603 | 322.7603 | 322.7603 | 322.7603 | 322.7603 |
Max Trade Drawdown | -2077387 | -219237 | -1895519 | -3995742 | -3952121 | -2879923 |
Profit Factor | 0.2539 | 0.6955 | 0.1547 | 0.9808 | 0.5905 | 1.4882 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 199 | 96 | 103 | 159 | 75 | 84 |
Losing Trades | 51 | 29 | 22 | 91 | 50 | 41 |
Profitability (%) | 79.6 | 76.8 | 82.4 | 63.6 | 60 | 67.2 |
Ratio Avg Win / Avg Loss | 0.0651 | 0.2101 | 0.033 | 0.5614 | 0.3937 | 0.7264 |
Largest Winning Trade | 26231 | 26231 | 17458 | 3961026 | 1690780 | 3961026 |
Largest Losing Trade | -1188234 | -63965 | -1188234 | -2386070 | -1897269 | -2386070 |
Avg Bars in Trades | 89 | 105 | 72 | 89 | 105 | 72 |
Avg Bars in Winners | 25 | 24 | 26 | 52 | 55 | 49 |
Avg Bars in Losers | 337 | 373 | 289 | 153 | 181 | 118 |
Bars Traded | 22294 | 13228 | 9066 | 22294 | 13228 | 9066 |
Profit Streak | 2.333 | 0 | 12.583 | 0 | 27.4996 | 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 | -577403 | -577248 | -575985 | -577707 | -579163 | 336418 |
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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) |
---|