Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1248138.5342 | -55968.9052 | -1192169.629 | -75000.5245 | -3198073.1357 | 3123072.6112 |
Total P&L (%) | -1248.1385 | -55.9689 | -1192.1696 | -75.0005 | -3198.0731 | 3123.0726 |
Avg Daily Profit (%) | -0.6616 | -0.0297 | -0.632 | -0.0735 | 0 | 0.1843 |
Buy And Hold Return (%) | 228.6413 | 228.6413 | 228.6413 | 228.6413 | 228.6413 | 228.6413 |
Max Trade Drawdown | -1386691 | -178012 | -1264904 | -5247974 | -4228468 | -3597482 |
Profit Factor | 0.3621 | 0.8528 | 0.2438 | 0.9944 | 0.5432 | 1.4833 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 285 | 140 | 145 | 267 | 131 | 136 |
Losing Trades | 65 | 35 | 30 | 83 | 44 | 39 |
Profitability (%) | 81.4286 | 80 | 82.8571 | 76.2857 | 74.8571 | 77.7143 |
Ratio Avg Win / Avg Loss | 0.0826 | 0.2132 | 0.0504 | 0.3091 | 0.1824 | 0.4254 |
Largest Winning Trade | 20948 | 14857 | 20948 | 4009340 | 818775 | 4009340 |
Largest Losing Trade | -876216 | -55473 | -876216 | -3443649 | -2918371 | -3443649 |
Avg Bars in Trades | 63 | 69 | 58 | 63 | 69 | 58 |
Avg Bars in Winners | 19 | 16 | 22 | 30 | 25 | 36 |
Avg Bars in Losers | 255 | 278 | 229 | 169 | 200 | 134 |
Bars Traded | 22292 | 12103 | 10189 | 22292 | 12103 | 10189 |
Profit Streak | 1.7561 | 43.7561 | 1.7561 | 1.7561 | 43.7561 | 1.7561 |
Trades During Streak | 2 | 13 | 1 | 2 | 13 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576777 | -574779 | -578264 | -577398 | -575446 | 327684 |
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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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