Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1250794.7854 | 88696.7264 | -1339491.5118 | 15332873.019 | -14970516.709 | 30303389.7281 |
Total P&L (%) | -1250.7948 | 88.6967 | -1339.4915 | 15332.873 | -14970.5167 | 30303.3897 |
Avg Daily Profit (%) | -0.553 | 0.0392 | -0.5922 | 0.223 | 0 | 0.2531 |
Buy And Hold Return (%) | 357.7114 | 357.7114 | 357.7114 | 357.7114 | 357.7114 | 357.7114 |
Max Trade Drawdown | -1437918 | -82117 | -1489177 | -22799688 | -25370456 | -11964028 |
Profit Factor | 0.3506 | 1.3513 | 0.1996 | 1.2108 | 0.6974 | 2.3021 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 165 | 82 | 83 | 147 | 72 | 75 |
Losing Trades | 50 | 25 | 25 | 68 | 35 | 33 |
Profitability (%) | 76.7442 | 76.6355 | 76.8519 | 68.3721 | 67.2897 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.1062 | 0.412 | 0.0601 | 0.5601 | 0.339 | 1.0129 |
Largest Winning Trade | 20703 | 20242 | 20703 | 12007145 | 2194790 | 12007145 |
Largest Losing Trade | -1164306 | -39857 | -1164306 | -11326643 | -11326643 | -9867398 |
Avg Bars in Trades | 37 | 43 | 31 | 37 | 43 | 31 |
Avg Bars in Winners | 10 | 11 | 10 | 16 | 13 | 18 |
Avg Bars in Losers | 125 | 150 | 101 | 83 | 107 | 59 |
Bars Traded | 8069 | 4696 | 3373 | 8069 | 4696 | 3373 |
Profit Streak | 76.0026 | 77.2526 | 76.0026 | 76.0026 | 77.2526 | 76.0026 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574582 | -302691 | -575865 | 403789 | -577387 | 565745 |
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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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