Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1447901.6335 | -91174.082 | -1356727.5515 | 138799.5495 | -6359121.2941 | 6497920.8435 |
Total P&L (%) | -1447.9016 | -91.1741 | -1356.7276 | 138.7995 | -6359.1213 | 6497.9208 |
Avg Daily Profit (%) | -0.7721 | -0.0486 | -0.7235 | 0.0464 | 0 | 0.2236 |
Buy And Hold Return (%) | 265.2474 | 265.2474 | 265.2474 | 265.2474 | 265.2474 | 265.2474 |
Max Trade Drawdown | -1589737 | -175944 | -1437385 | -7750714 | -7476853 | -2824336 |
Profit Factor | 0.2344 | 0.7052 | 0.1424 | 1.0099 | 0.3143 | 2.385 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 137 | 67 | 70 | 123 | 61 | 62 |
Losing Trades | 28 | 15 | 13 | 42 | 21 | 21 |
Profitability (%) | 83.0303 | 81.7073 | 84.3373 | 74.5455 | 74.3902 | 74.6988 |
Ratio Avg Win / Avg Loss | 0.0479 | 0.1579 | 0.0264 | 0.3449 | 0.1082 | 0.8078 |
Largest Winning Trade | 15878 | 12584 | 15878 | 7439429 | 699576 | 7439429 |
Largest Losing Trade | -1098523 | -61565 | -1098523 | -4858166 | -4858166 | -2551729 |
Avg Bars in Trades | 66 | 80 | 52 | 66 | 80 | 52 |
Avg Bars in Winners | 19 | 20 | 19 | 29 | 26 | 32 |
Avg Bars in Losers | 293 | 348 | 230 | 173 | 234 | 112 |
Bars Traded | 10912 | 6561 | 4351 | 10912 | 6561 | 4351 |
Profit Streak | 159.4275 | 159.4275 | 261.5941 | 159.4275 | 159.4275 | 261.5941 |
Trades During Streak | 21 | 10 | 13 | 21 | 10 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573697 | -579345 | -574961 | -502141 | -580238 | 529672 |
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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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