Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1041734.5013 | 104630.4261 | -1146364.9274 | -99523.8398 | 3274629.5939 | -3374153.4337 |
Total P&L (%) | -1041.7345 | 104.6304 | -1146.3649 | -99.5238 | 3274.6296 | -3374.1534 |
Avg Daily Profit (%) | -0.482 | 0.0484 | -0.5304 | -0.2471 | 0.1629 | 0 |
Buy And Hold Return (%) | 494.2744 | 494.2744 | 494.2744 | 494.2744 | 494.2744 | 494.2744 |
Max Trade Drawdown | -1313364 | -143928 | -1298765 | -7635536 | -3769254 | -6234200 |
Profit Factor | 0.4771 | 1.2659 | 0.2829 | 0.9944 | 1.5261 | 0.7053 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 153 | 80 | 73 | 121 | 59 | 62 |
Losing Trades | 84 | 38 | 46 | 116 | 59 | 57 |
Profitability (%) | 64.557 | 67.7966 | 61.3445 | 51.0549 | 50 | 52.1008 |
Ratio Avg Win / Avg Loss | 0.2619 | 0.6013 | 0.1783 | 0.9533 | 1.5261 | 0.6484 |
Largest Winning Trade | 44968 | 42527 | 44968 | 3997511 | 3997511 | 3822081 |
Largest Losing Trade | -924140 | -66826 | -924140 | -2798377 | -766601 | -2798377 |
Avg Bars in Trades | 52 | 50 | 54 | 52 | 50 | 54 |
Avg Bars in Winners | 23 | 18 | 28 | 48 | 49 | 46 |
Avg Bars in Losers | 105 | 116 | 96 | 56 | 50 | 63 |
Bars Traded | 12428 | 5926 | 6502 | 12428 | 5926 | 6502 |
Profit Streak | 16.7858 | 16.7858 | 40.2858 | 16.7858 | 16.7858 | 40.2858 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576170 | -293189 | -578557 | -577921 | 373659 | -579756 |
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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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