Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1991688.8733 | 115317.8862 | -2107006.7596 | -19054613.3974 | -110572166.9621 | 91517553.5647 |
Total P&L (%) | -1991.6889 | 115.3179 | -2107.0068 | -19054.6134 | -110572.167 | 91517.5536 |
Avg Daily Profit (%) | -1.074 | 0.0622 | -1.1362 | 0 | 0 | 0.3684 |
Buy And Hold Return (%) | 10828.9474 | 10828.9474 | 10828.9474 | 10828.9474 | 10828.9474 | 10828.9474 |
Max Trade Drawdown | -2147547 | -152106 | -2187502 | -198794543 | -128441696 | -96474012 |
Profit Factor | 0.2629 | 1.4566 | 0.1398 | 0.9379 | 0.3693 | 1.6963 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 171 | 84 | 87 | 120 | 57 | 63 |
Losing Trades | 67 | 35 | 32 | 118 | 62 | 56 |
Profitability (%) | 71.8487 | 70.5882 | 73.1092 | 50.4202 | 47.8992 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.103 | 0.6069 | 0.0514 | 0.9223 | 0.4017 | 1.5078 |
Largest Winning Trade | 37438 | 37438 | 27569 | 97074832 | 7413989 | 97074832 |
Largest Losing Trade | -1489407 | -55837 | -1489407 | -94715895 | -57229215 | -94715895 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 4 | 4 | 3 | 12 | 8 | 15 |
Avg Bars in Losers | 41 | 37 | 45 | 17 | 19 | 14 |
Bars Traded | 3467 | 1690 | 1777 | 3467 | 1690 | 1777 |
Profit Streak | 33.639 | 35.639 | 0 | 0 | 0 | 62.639 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575881 | -273047 | -577464 | -579200 | -581555 | 507121 |
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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) |
---|