Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -912760.3109 | -72080.9358 | -840679.3751 | -99603.4455 | 1502116.242 | -1601719.6875 |
Total P&L (%) | -912.7603 | -72.0809 | -840.6794 | -99.6034 | 1502.1162 | -1601.7197 |
Avg Daily Profit (%) | -0.4853 | -0.0383 | -0.447 | -0.2936 | 0.1476 | 0 |
Buy And Hold Return (%) | 236.0665 | 236.0665 | 236.0665 | 236.0665 | 236.0665 | 236.0665 |
Max Trade Drawdown | -1039589 | -212037 | -911473 | -2733298 | -481895 | -2508223 |
Profit Factor | 0.4467 | 0.8346 | 0.3074 | 0.9763 | 2.3623 | 0.4837 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 193 | 93 | 100 | 173 | 86 | 87 |
Losing Trades | 60 | 33 | 27 | 80 | 40 | 40 |
Profitability (%) | 76.2846 | 73.8095 | 78.7402 | 68.3794 | 68.254 | 68.5039 |
Ratio Avg Win / Avg Loss | 0.1389 | 0.2961 | 0.083 | 0.4515 | 1.0987 | 0.2224 |
Largest Winning Trade | 20134 | 20134 | 12552 | 1181649 | 1181649 | 726560 |
Largest Losing Trade | -349331 | -61563 | -349331 | -1552448 | -385108 | -1552448 |
Avg Bars in Trades | 88 | 102 | 73 | 88 | 102 | 73 |
Avg Bars in Winners | 28 | 27 | 28 | 53 | 64 | 42 |
Avg Bars in Losers | 279 | 314 | 238 | 163 | 185 | 141 |
Bars Traded | 22270 | 12944 | 9326 | 22270 | 12944 | 9326 |
Profit Streak | 0 | 53.7359 | 0 | 0 | 53.7359 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576047 | -576060 | -576991 | -577071 | 398995 | -578596 |
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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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