Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1285467.3342 | 59710.2482 | -1345177.5824 | 1179249.3276 | -13135715.2264 | 14314964.554 |
Total P&L (%) | -1285.4673 | 59.7102 | -1345.1776 | 1179.2493 | -13135.7152 | 14314.9646 |
Avg Daily Profit (%) | -0.57 | 0.0265 | -0.5965 | 0.1131 | 0 | 0.2207 |
Buy And Hold Return (%) | 369.504 | 369.504 | 369.504 | 369.504 | 369.504 | 369.504 |
Max Trade Drawdown | -1365755 | -66418 | -1427269 | -17701748 | -15729580 | -9468549 |
Profit Factor | 0.3871 | 1.1639 | 0.2238 | 1.0217 | 0.6037 | 1.6736 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 168 | 82 | 86 | 148 | 73 | 75 |
Losing Trades | 41 | 22 | 19 | 61 | 31 | 30 |
Profitability (%) | 80.3828 | 78.8462 | 81.9048 | 70.8134 | 70.1923 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.0945 | 0.3123 | 0.0495 | 0.4211 | 0.2564 | 0.6694 |
Largest Winning Trade | 50383 | 50383 | 16669 | 13079357 | 1992976 | 13079357 |
Largest Losing Trade | -965055 | -59450 | -965055 | -10999101 | -10999101 | -5459373 |
Avg Bars in Trades | 41 | 46 | 35 | 41 | 46 | 35 |
Avg Bars in Winners | 12 | 12 | 12 | 15 | 15 | 16 |
Avg Bars in Losers | 158 | 173 | 140 | 102 | 121 | 82 |
Bars Traded | 8589 | 4883 | 3706 | 8589 | 4883 | 3706 |
Profit Streak | 44.488 | 76.738 | 44.488 | 44.488 | 76.738 | 44.488 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574132 | -359901 | -575206 | -237483 | -576644 | 463769 |
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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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