Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1027572.2286 | 47518.4962 | -1075090.7248 | 2573161.7194 | -8880694.4317 | 11453856.1511 |
Total P&L (%) | -1027.5722 | 47.5185 | -1075.0907 | 2573.1617 | -8880.6944 | 11453.8562 |
Avg Daily Profit (%) | -0.5479 | 0.0253 | -0.5732 | 0.1754 | 0 | 0.2536 |
Buy And Hold Return (%) | 274.511 | 274.511 | 274.511 | 274.511 | 274.511 | 274.511 |
Max Trade Drawdown | -1255614 | -137125 | -1205226 | -11656328 | -11494575 | -3340405 |
Profit Factor | 0.3852 | 1.1678 | 0.2255 | 1.1117 | 0.4632 | 2.7636 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 176 | 87 | 89 | 154 | 76 | 78 |
Losing Trades | 25 | 13 | 12 | 47 | 24 | 23 |
Profitability (%) | 87.5622 | 87 | 88.1188 | 76.6169 | 76 | 77.2277 |
Ratio Avg Win / Avg Loss | 0.0547 | 0.1745 | 0.0304 | 0.3393 | 0.1463 | 0.8149 |
Largest Winning Trade | 20662 | 20662 | 14252 | 9873339 | 601497 | 9873339 |
Largest Losing Trade | -987777 | -57847 | -987777 | -7201234 | -7201234 | -2540211 |
Avg Bars in Trades | 36 | 44 | 28 | 36 | 44 | 28 |
Avg Bars in Winners | 9 | 10 | 9 | 14 | 14 | 14 |
Avg Bars in Losers | 222 | 271 | 169 | 106 | 137 | 74 |
Bars Traded | 7275 | 4426 | 2849 | 7275 | 4426 | 2849 |
Profit Streak | 57.8764 | 78.1264 | 57.8764 | 57.8764 | 78.1264 | 57.8764 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573047 | -356238 | -574211 | -85224 | -575815 | 590731 |
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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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