Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1972228.4633 | -160081.7299 | -1812146.7335 | -133800.3239 | 2298036.2134 | -2431836.5373 |
Total P&L (%) | -1972.2285 | -160.0817 | -1812.1467 | -133.8003 | 2298.0362 | -2431.8365 |
Avg Daily Profit (%) | -1.0963 | -0.089 | -1.0073 | 0 | 0.1768 | 0 |
Buy And Hold Return (%) | 270.4405 | 270.4405 | 270.4405 | 270.4405 | 270.4405 | 270.4405 |
Max Trade Drawdown | -2002002 | -211184 | -1861305 | -5294258 | -214282 | -5942773 |
Profit Factor | 0.2957 | 0.7295 | 0.1795 | 0.9844 | 3.0553 | 0.6747 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 89 | 40 | 49 | 111 | 60 | 51 |
Losing Trades | 109 | 59 | 50 | 87 | 39 | 48 |
Profitability (%) | 44.9495 | 40.404 | 49.4949 | 56.0606 | 60.6061 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.3622 | 1.076 | 0.1832 | 0.7716 | 1.986 | 0.635 |
Largest Winning Trade | 49459 | 49459 | 47793 | 3236315 | 589071 | 3236315 |
Largest Losing Trade | -937459 | -61649 | -937459 | -5215764 | -180979 | -5215764 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 27 | 21 | 32 | 37 | 40 | 34 |
Avg Bars in Losers | 41 | 40 | 43 | 32 | 20 | 42 |
Bars Traded | 7000 | 3231 | 3768 | 7000 | 3231 | 3768 |
Profit Streak | 0 | 0 | 0 | 10.4042 | 81.1542 | 10.4042 |
Trades During Streak | 0 | 0 | 0 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581705 | -583133 | -581264 | -577375 | 588902 | -579772 |
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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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