Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1363891.971 | -113387.9267 | -1250504.0443 | -89318.0111 | -2414717.0935 | 2325399.0824 |
Total P&L (%) | -1363.892 | -113.3879 | -1250.504 | -89.318 | -2414.7171 | 2325.3991 |
Avg Daily Profit (%) | -0.7257 | -0.0603 | -0.6654 | -0.1189 | 0 | 0.1698 |
Buy And Hold Return (%) | 261.2606 | 261.2606 | 261.2606 | 261.2606 | 261.2606 | 261.2606 |
Max Trade Drawdown | -1503943 | -233557 | -1309820 | -3947365 | -3580456 | -2712217 |
Profit Factor | 0.2668 | 0.6901 | 0.1632 | 0.9906 | 0.5307 | 1.5279 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 129 | 60 | 69 | 117 | 54 | 63 |
Losing Trades | 34 | 21 | 13 | 46 | 27 | 19 |
Profitability (%) | 79.1411 | 74.0741 | 84.1463 | 71.7791 | 66.6667 | 76.8293 |
Ratio Avg Win / Avg Loss | 0.0703 | 0.2415 | 0.0308 | 0.3895 | 0.2653 | 0.4608 |
Largest Winning Trade | 16426 | 16426 | 10705 | 4614909 | 832129 | 4614909 |
Largest Losing Trade | -988769 | -60732 | -988769 | -2401360 | -2401360 | -2360637 |
Avg Bars in Trades | 32 | 41 | 24 | 32 | 41 | 24 |
Avg Bars in Winners | 9 | 11 | 8 | 14 | 16 | 11 |
Avg Bars in Losers | 119 | 125 | 110 | 80 | 89 | 67 |
Bars Traded | 5343 | 3328 | 2015 | 5343 | 3328 | 2015 |
Profit Streak | 60.2911 | 81.2911 | 60.2911 | 60.2911 | 81.2911 | 60.2911 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574207 | -587878 | -578879 | -575439 | -588838 | 312257 |
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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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