Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -943893.3115 | 58716.491 | -1002609.8024 | -100017.736 | -3106190.677 | 3006172.941 |
Total P&L (%) | -943.8933 | 58.7165 | -1002.6098 | -100.0177 | -3106.1907 | 3006.1729 |
Avg Daily Profit (%) | -0.5055 | 0.0314 | -0.5369 | 0 | 0 | 0.1842 |
Buy And Hold Return (%) | 544.2355 | 544.2355 | 544.2355 | 544.2355 | 544.2355 | 544.2355 |
Max Trade Drawdown | -1097884 | -228884 | -1111781 | -7755219 | -3151365 | -4604124 |
Profit Factor | 0.5615 | 1.1258 | 0.4052 | 0.9894 | 0.0817 | 1.4936 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 203 | 99 | 104 | 139 | 69 | 70 |
Losing Trades | 71 | 38 | 33 | 135 | 68 | 67 |
Profitability (%) | 74.0876 | 72.2628 | 75.9124 | 50.7299 | 50.365 | 51.0949 |
Ratio Avg Win / Avg Loss | 0.1964 | 0.4321 | 0.1286 | 0.961 | 0.0805 | 1.4296 |
Largest Winning Trade | 50465 | 50465 | 34802 | 7576531 | 197419 | 7576531 |
Largest Losing Trade | -554397 | -41870 | -554397 | -1407668 | -650795 | -1407668 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 12 | 9 | 14 | 18 | 14 | 21 |
Avg Bars in Losers | 66 | 62 | 71 | 34 | 33 | 34 |
Bars Traded | 7191 | 3339 | 3852 | 7191 | 3339 | 3852 |
Profit Streak | 6.7002 | 90.9502 | 6.7002 | 0 | 0 | 0 |
Trades During Streak | 4 | 11 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574317 | -395861 | -575892 | -578972 | -580643 | 302909 |
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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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