Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1673599.4744 | 77974.8114 | -1751574.2859 | -75433.8437 | 3847844.922 | -3923278.7657 |
Total P&L (%) | -1673.5995 | 77.9748 | -1751.5743 | -75.4338 | 3847.8449 | -3923.2788 |
Avg Daily Profit (%) | -0.8033 | 0.0374 | -0.8408 | -0.0674 | 0.1766 | 0 |
Buy And Hold Return (%) | 83.0049 | 83.0049 | 83.0049 | 83.0049 | 83.0049 | 83.0049 |
Max Trade Drawdown | -1899831 | -149160 | -1945601 | -7971053 | -1195819 | -8862744 |
Profit Factor | 0.4981 | 1.1205 | 0.3482 | 0.9962 | 1.6647 | 0.7167 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 176 | 79 | 97 | 168 | 83 | 85 |
Losing Trades | 123 | 71 | 52 | 131 | 67 | 64 |
Profitability (%) | 58.8629 | 52.6667 | 65.1007 | 56.1873 | 55.3333 | 57.047 |
Ratio Avg Win / Avg Loss | 0.3481 | 1.007 | 0.1867 | 0.7768 | 1.3438 | 0.5396 |
Largest Winning Trade | 56749 | 56749 | 46206 | 3175338 | 1833684 | 3175338 |
Largest Losing Trade | -1397395 | -57020 | -1397395 | -5297992 | -1137781 | -5297992 |
Avg Bars in Trades | 82 | 56 | 107 | 82 | 56 | 107 |
Avg Bars in Winners | 60 | 50 | 69 | 78 | 58 | 98 |
Avg Bars in Losers | 112 | 63 | 179 | 86 | 54 | 120 |
Bars Traded | 24604 | 8532 | 16072 | 24604 | 8532 | 16072 |
Profit Streak | 47.7393 | 60.9893 | 47.7393 | 47.7393 | 60.9893 | 47.7393 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576464 | -394635 | -577562 | -576811 | 441032 | -578606 |
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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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