Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1741637.4407 | 29475.5894 | -1771113.03 | 847151.4023 | -37314797.6449 | 38161949.0472 |
Total P&L (%) | -1741.6374 | 29.4756 | -1771.113 | 847.1514 | -37314.7976 | 38161.949 |
Avg Daily Profit (%) | -0.7349 | 0.0124 | -0.7473 | 0.0949 | 0 | 0.2512 |
Buy And Hold Return (%) | 508.1755 | 508.1755 | 508.1755 | 508.1755 | 508.1755 | 508.1755 |
Max Trade Drawdown | -1968805 | -143031 | -1920714 | -71476986 | -64791370 | -19114349 |
Profit Factor | 0.298 | 1.0867 | 0.1729 | 1.008 | 0.531 | 2.4654 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 171 | 82 | 89 | 169 | 80 | 89 |
Losing Trades | 29 | 18 | 11 | 31 | 20 | 11 |
Profitability (%) | 85.5 | 82 | 89 | 84.5 | 80 | 89 |
Ratio Avg Win / Avg Loss | 0.0505 | 0.2386 | 0.0214 | 0.1849 | 0.1328 | 0.3047 |
Largest Winning Trade | 16475 | 16475 | 13371 | 15152496 | 3943769 | 15152496 |
Largest Losing Trade | -1399152 | -54430 | -1399152 | -24128028 | -24128028 | -10987363 |
Avg Bars in Trades | 34 | 38 | 29 | 34 | 38 | 29 |
Avg Bars in Winners | 9 | 8 | 11 | 12 | 8 | 16 |
Avg Bars in Losers | 176 | 173 | 181 | 150 | 156 | 141 |
Bars Traded | 6822 | 3826 | 2996 | 6822 | 3826 | 2996 |
Profit Streak | 85.955 | 85.955 | 288.6216 | 85.955 | 85.955 | 288.6216 |
Trades During Streak | 21 | 10 | 16 | 21 | 10 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573230 | -463061 | -574150 | -280870 | -575259 | 612860 |
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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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