Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1297037.3206 | -120289.6751 | -1176747.6455 | -51009.4222 | 2086449.2834 | -2137458.7056 |
Total P&L (%) | -1297.0373 | -120.2897 | -1176.7476 | -51.0094 | 2086.4493 | -2137.4587 |
Avg Daily Profit (%) | -0.6947 | -0.0644 | -0.6302 | -0.0382 | 0.1654 | 0 |
Buy And Hold Return (%) | 437.4418 | 437.4418 | 437.4418 | 437.4418 | 437.4418 | 437.4418 |
Max Trade Drawdown | -1498727 | -294764 | -1299655 | -5938641 | -1897106 | -4563048 |
Profit Factor | 0.4192 | 0.8013 | 0.2772 | 0.9954 | 1.5622 | 0.7089 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 290 | 145 | 145 | 172 | 88 | 84 |
Losing Trades | 89 | 44 | 45 | 207 | 101 | 106 |
Profitability (%) | 76.5172 | 76.7196 | 76.3158 | 45.3826 | 46.5608 | 44.2105 |
Ratio Avg Win / Avg Loss | 0.1287 | 0.2431 | 0.086 | 1.1979 | 1.793 | 0.8946 |
Largest Winning Trade | 26394 | 26394 | 18704 | 2767181 | 1125600 | 2767181 |
Largest Losing Trade | -551910 | -48196 | -551910 | -2490429 | -752438 | -2490429 |
Avg Bars in Trades | 29 | 34 | 24 | 29 | 34 | 24 |
Avg Bars in Winners | 8 | 8 | 8 | 37 | 46 | 28 |
Avg Bars in Losers | 96 | 118 | 74 | 22 | 23 | 21 |
Bars Traded | 11112 | 6473 | 4639 | 11112 | 6473 | 4639 |
Profit Streak | 0 | 22.0488 | 0 | 0 | 22.0488 | 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 | -575081 | -575413 | -576649 | -578647 | 344308 | -582312 |
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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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