Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1353016.7061 | -56015.2485 | -1297001.4576 | -250716.6428 | -12387629.0111 | 12136912.3683 |
Total P&L (%) | -1353.0167 | -56.0152 | -1297.0015 | -250.7166 | -12387.629 | 12136.9124 |
Avg Daily Profit (%) | -0.7221 | -0.0299 | -0.6922 | 0 | 0 | 0.2569 |
Buy And Hold Return (%) | 269.6879 | 269.6879 | 269.6879 | 269.6879 | 269.6879 | 269.6879 |
Max Trade Drawdown | -1563310 | -287917 | -1417138 | -12085891 | -12659038 | -2617299 |
Profit Factor | 0.4257 | 0.9018 | 0.2736 | 0.989 | 0.1455 | 2.4584 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 130 | 56 | 74 | 112 | 50 | 62 |
Losing Trades | 96 | 57 | 39 | 114 | 63 | 51 |
Profitability (%) | 57.5221 | 49.5575 | 65.4867 | 49.5575 | 44.2478 | 54.8673 |
Ratio Avg Win / Avg Loss | 0.3143 | 0.9179 | 0.1442 | 1.0067 | 0.1833 | 2.0222 |
Largest Winning Trade | 28788 | 28788 | 28645 | 14167329 | 239567 | 14167329 |
Largest Losing Trade | -616912 | -48593 | -616912 | -3278628 | -3278628 | -2092785 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 11 | 10 | 12 | 17 | 17 | 17 |
Avg Bars in Losers | 41 | 41 | 43 | 31 | 32 | 29 |
Bars Traded | 5533 | 2931 | 2602 | 5533 | 2931 | 2602 |
Profit Streak | 0 | 26.787 | 0 | 22.787 | 0 | 26.1203 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578342 | -580384 | -578746 | -577275 | -582990 | 518607 |
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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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