Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -331069.3606 | 85210.658 | -416280.0186 | 2673556.1866 | -318301.043 | 2991857.2296 |
Total P&L (%) | -331.0694 | 85.2107 | -416.28 | 2673.5562 | -318.301 | 2991.8572 |
Avg Daily Profit (%) | -0.1834 | 0.0472 | -0.2307 | 0.1843 | 0 | 0.1903 |
Buy And Hold Return (%) | 421.6548 | 421.6548 | 421.6548 | 421.6548 | 421.6548 | 421.6548 |
Max Trade Drawdown | -623244 | -109024 | -640743 | -1893916 | -1893916 | -761903 |
Profit Factor | 0.6527 | 1.3126 | 0.3884 | 1.6225 | 0.9026 | 3.9114 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 114 | 57 | 57 | 112 | 56 | 56 |
Losing Trades | 32 | 16 | 16 | 34 | 17 | 17 |
Profitability (%) | 78.0822 | 78.0822 | 78.0822 | 76.7123 | 76.7123 | 76.7123 |
Ratio Avg Win / Avg Loss | 0.1832 | 0.3684 | 0.109 | 0.4926 | 0.274 | 1.1874 |
Largest Winning Trade | 22889 | 22889 | 16139 | 1885828 | 456600 | 1885828 |
Largest Losing Trade | -347891 | -72051 | -347891 | -1893916 | -1893916 | -720397 |
Avg Bars in Trades | 45 | 45 | 44 | 45 | 45 | 44 |
Avg Bars in Winners | 19 | 13 | 25 | 27 | 17 | 37 |
Avg Bars in Losers | 136 | 159 | 112 | 101 | 136 | 67 |
Bars Traded | 6571 | 3323 | 3248 | 6571 | 3323 | 3248 |
Profit Streak | 18.095 | 156.595 | 18.095 | 18.095 | 156.595 | 18.095 |
Trades During Streak | 6 | 11 | 3 | 6 | 11 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574860 | -363592 | -647343 | 485903 | -647411 | -52902 |
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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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