Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1563564.3367 | -171775.3749 | -1391788.9618 | -84829.5549 | -2629114.3254 | 2544284.7705 |
Total P&L (%) | -1563.5643 | -171.7754 | -1391.789 | -84.8296 | -2629.1143 | 2544.2848 |
Avg Daily Profit (%) | -0.8338 | -0.0916 | -0.7422 | -0.1005 | 0 | 0.1748 |
Buy And Hold Return (%) | 249.9587 | 249.9587 | 249.9587 | 249.9587 | 249.9587 | 249.9587 |
Max Trade Drawdown | -1640116 | -218625 | -1425139 | -4031786 | -3668182 | -1750562 |
Profit Factor | 0.2296 | 0.5603 | 0.1508 | 0.9896 | 0.4679 | 1.7955 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 135 | 65 | 70 | 131 | 63 | 68 |
Losing Trades | 75 | 40 | 35 | 79 | 42 | 37 |
Profitability (%) | 64.2857 | 61.9048 | 66.6667 | 62.381 | 60 | 64.7619 |
Ratio Avg Win / Avg Loss | 0.1276 | 0.3448 | 0.0754 | 0.5968 | 0.3119 | 0.977 |
Largest Winning Trade | 17435 | 14658 | 17435 | 3705832 | 470333 | 3705832 |
Largest Losing Trade | -1001678 | -68920 | -1001678 | -2755456 | -2755456 | -1696325 |
Avg Bars in Trades | 52 | 60 | 44 | 52 | 60 | 44 |
Avg Bars in Winners | 17 | 21 | 14 | 24 | 24 | 24 |
Avg Bars in Losers | 114 | 124 | 103 | 98 | 114 | 80 |
Bars Traded | 11004 | 6342 | 4662 | 11004 | 6342 | 4662 |
Profit Streak | 39.3325 | 78.8325 | 39.3325 | 39.3325 | 78.8325 | 39.3325 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576318 | -578545 | -577904 | -576565 | -578792 | 398777 |
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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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