Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1413030.339 | -1377.9712 | -1411652.3677 | 3377812.3329 | -11548432.942 | 14926245.2749 |
Total P&L (%) | -1413.0303 | -1.378 | -1411.6524 | 3377.8123 | -11548.4329 | 14926.2453 |
Avg Daily Profit (%) | -0.7534 | -0.0007 | -0.7527 | 0.1894 | 0 | 0.2676 |
Buy And Hold Return (%) | 255.8753 | 255.8753 | 255.8753 | 255.8753 | 255.8753 | 255.8753 |
Max Trade Drawdown | -1542882 | -113908 | -1529346 | -13425249 | -13336183 | -6603695 |
Profit Factor | 0.313 | 0.994 | 0.227 | 1.0938 | 0.4368 | 1.9615 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 140 | 63 | 77 | 124 | 55 | 69 |
Losing Trades | 35 | 25 | 10 | 51 | 33 | 18 |
Profitability (%) | 80 | 71.5909 | 88.5057 | 70.8571 | 62.5 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.0782 | 0.3945 | 0.0295 | 0.4498 | 0.2621 | 0.5117 |
Largest Winning Trade | 21536 | 20662 | 21536 | 11585168 | 1600843 | 11585168 |
Largest Losing Trade | -1257184 | -46321 | -1257184 | -6866054 | -6866054 | -5781684 |
Avg Bars in Trades | 39 | 20 | 59 | 39 | 20 | 59 |
Avg Bars in Winners | 17 | 7 | 25 | 24 | 8 | 37 |
Avg Bars in Losers | 130 | 55 | 316 | 77 | 42 | 141 |
Bars Traded | 6977 | 1831 | 5146 | 6977 | 1831 | 5146 |
Profit Streak | 118.8148 | 168.8148 | 118.8148 | 118.8148 | 168.8148 | 118.8148 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574343 | -576303 | -574683 | -105870 | -577481 | 530715 |
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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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