Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -438316.6494 | 98945.0875 | -537261.7368 | -92362.5743 | 1550097.4354 | -1642460.0098 |
Total P&L (%) | -438.3166 | 98.9451 | -537.2617 | -92.3626 | 1550.0974 | -1642.46 |
Avg Daily Profit (%) | -0.2384 | 0.0538 | -0.2922 | -0.1398 | 0.1526 | 0 |
Buy And Hold Return (%) | 239.1304 | 239.1304 | 239.1304 | 239.1304 | 239.1304 | 239.1304 |
Max Trade Drawdown | -628411 | -139135 | -621769 | -3501178 | -1225050 | -3541175 |
Profit Factor | 0.6797 | 1.261 | 0.4569 | 0.989 | 1.4973 | 0.6892 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 167 | 83 | 84 | 101 | 53 | 48 |
Losing Trades | 50 | 25 | 25 | 116 | 55 | 61 |
Profitability (%) | 76.9585 | 76.8519 | 77.0642 | 46.5438 | 49.0741 | 44.0367 |
Ratio Avg Win / Avg Loss | 0.2035 | 0.3798 | 0.136 | 1.1359 | 1.5538 | 0.8758 |
Largest Winning Trade | 18314 | 18314 | 17318 | 1307715 | 1307715 | 1242281 |
Largest Losing Trade | -500514 | -47554 | -500514 | -1162291 | -220896 | -1162291 |
Avg Bars in Trades | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Winners | 13 | 14 | 12 | 39 | 39 | 38 |
Avg Bars in Losers | 96 | 99 | 93 | 27 | 29 | 25 |
Bars Traded | 7089 | 3684 | 3405 | 7089 | 3684 | 3405 |
Profit Streak | 17.8263 | 0 | 60.0763 | 17.8263 | 0 | 60.0763 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575581 | -285165 | -575804 | -578753 | 326191 | -581909 |
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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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