Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2006485.4389 | -114332.0749 | -1892153.364 | -165980.0572 | -3446463.9083 | 3280483.8511 |
Total P&L (%) | -2006.4854 | -114.3321 | -1892.1534 | -165.9801 | -3446.4639 | 3280.4839 |
Avg Daily Profit (%) | -1.072 | -0.0611 | -1.0109 | 0 | 0 | 0.1883 |
Buy And Hold Return (%) | 521.2725 | 521.2725 | 521.2725 | 521.2725 | 521.2725 | 521.2725 |
Max Trade Drawdown | -2151991 | -186536 | -1982857 | -3915904 | -4583938 | -2349268 |
Profit Factor | 0.2835 | 0.7706 | 0.178 | 0.9864 | 0.5093 | 1.6324 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 117 | 50 | 67 | 111 | 49 | 62 |
Losing Trades | 74 | 45 | 29 | 80 | 46 | 34 |
Profitability (%) | 61.2565 | 52.6316 | 69.7917 | 58.1152 | 51.5789 | 64.5833 |
Ratio Avg Win / Avg Loss | 0.1793 | 0.6935 | 0.077 | 0.7109 | 0.4781 | 0.8952 |
Largest Winning Trade | 27869 | 27869 | 14863 | 4018851 | 927649 | 4018851 |
Largest Losing Trade | -1273222 | -59089 | -1273222 | -2309437 | -2260047 | -2309437 |
Avg Bars in Trades | 37 | 44 | 31 | 37 | 44 | 31 |
Avg Bars in Winners | 15 | 17 | 13 | 25 | 27 | 23 |
Avg Bars in Losers | 73 | 75 | 72 | 55 | 63 | 45 |
Bars Traded | 7255 | 4255 | 3000 | 7255 | 4255 | 3000 |
Profit Streak | 12.9246 | 27.9246 | 12.9246 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577237 | -579727 | -577622 | -578725 | -580873 | 347384 |
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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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