Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1133212.9463 | -71573.9279 | -1061639.0184 | -836.2761 | -1779097.2034 | 1778260.9273 |
Total P&L (%) | -1133.2129 | -71.5739 | -1061.639 | -0.8363 | -1779.0972 | 1778.2609 |
Avg Daily Profit (%) | -0.6042 | -0.0382 | -0.5661 | -0.0004 | 0 | 0.1565 |
Buy And Hold Return (%) | 273.5213 | 273.5213 | 273.5213 | 273.5213 | 273.5213 | 273.5213 |
Max Trade Drawdown | -1227878 | -184876 | -1105265 | -1590765 | -1910026 | -1145370 |
Profit Factor | 0.3631 | 0.8196 | 0.2321 | 0.9998 | 0.3518 | 1.7744 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 131 | 66 | 65 | 117 | 56 | 61 |
Losing Trades | 104 | 51 | 53 | 118 | 61 | 57 |
Profitability (%) | 55.7447 | 56.4103 | 55.0847 | 49.7872 | 47.8632 | 51.6949 |
Ratio Avg Win / Avg Loss | 0.2882 | 0.6333 | 0.1892 | 1.0084 | 0.3832 | 1.658 |
Largest Winning Trade | 37868 | 37868 | 27264 | 2787026 | 217311 | 2787026 |
Largest Losing Trade | -882624 | -59099 | -882624 | -1063434 | -519532 | -1063434 |
Avg Bars in Trades | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Winners | 12 | 11 | 13 | 17 | 15 | 18 |
Avg Bars in Losers | 52 | 63 | 42 | 43 | 51 | 34 |
Bars Traded | 7113 | 4020 | 3093 | 7113 | 4020 | 3093 |
Profit Streak | 5.3147 | 0 | 10.3147 | 5.3147 | 0 | 10.3147 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578093 | -580190 | -578981 | -577254 | -581852 | 433992 |
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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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