Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -802741.1087 | 79311.7044 | -882052.813 | 4287467.6608 | -807104.7183 | 5094572.3791 |
Total P&L (%) | -802.7411 | 79.3117 | -882.0528 | 4287.4677 | -807.1047 | 5094.5724 |
Avg Daily Profit (%) | -0.3559 | 0.0352 | -0.3911 | 0.1678 | 0 | 0.1753 |
Buy And Hold Return (%) | 871.5673 | 871.5673 | 871.5673 | 871.5673 | 871.5673 | 871.5673 |
Max Trade Drawdown | -1025123 | -71347 | -1068322 | -2265003 | -2693545 | -1125147 |
Profit Factor | 0.4229 | 1.394 | 0.2586 | 1.5023 | 0.8553 | 2.7222 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 126 | 62 | 64 | 126 | 64 | 62 |
Losing Trades | 49 | 25 | 24 | 49 | 23 | 26 |
Profitability (%) | 72 | 71.2644 | 72.7273 | 72 | 73.5632 | 70.4545 |
Ratio Avg Win / Avg Loss | 0.1645 | 0.5621 | 0.097 | 0.5842 | 0.3074 | 1.1416 |
Largest Winning Trade | 27082 | 27082 | 21878 | 1908773 | 495398 | 1908773 |
Largest Losing Trade | -742271 | -54713 | -742271 | -2185714 | -2185714 | -1125147 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 7 | 10 | 5 | 10 | 9 | 12 |
Avg Bars in Losers | 60 | 59 | 62 | 54 | 66 | 43 |
Bars Traded | 3990 | 2115 | 1875 | 3990 | 2115 | 1875 |
Profit Streak | 63.1156 | 63.1156 | 255.6156 | 63.1156 | 63.1156 | 255.6156 |
Trades During Streak | 5 | 2 | 10 | 5 | 2 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575231 | -308743 | -576083 | 416047 | -576515 | 559415 |
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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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