Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1531351.0506 | -121018.7191 | -1410332.3314 | -96049.5192 | -5490505.1291 | 5394455.61 |
Total P&L (%) | -1531.3511 | -121.0187 | -1410.3323 | -96.0495 | -5490.5051 | 5394.4556 |
Avg Daily Profit (%) | -0.8153 | -0.0644 | -0.7508 | -0.1719 | 0 | 0.2135 |
Buy And Hold Return (%) | 372.7423 | 372.7423 | 372.7423 | 372.7423 | 372.7423 | 372.7423 |
Max Trade Drawdown | -1626269 | -258115 | -1435358 | -9877291 | -8624046 | -2345798 |
Profit Factor | 0.2582 | 0.6802 | 0.1634 | 0.9934 | 0.4623 | 2.224 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 123 | 56 | 67 | 107 | 47 | 60 |
Losing Trades | 48 | 29 | 19 | 64 | 38 | 26 |
Profitability (%) | 71.9298 | 65.8824 | 77.907 | 62.5731 | 55.2941 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.1008 | 0.3523 | 0.0463 | 0.5942 | 0.3738 | 0.9637 |
Largest Winning Trade | 27913 | 27913 | 15246 | 4859595 | 1001527 | 4859595 |
Largest Losing Trade | -1037864 | -64121 | -1037864 | -6335073 | -6335073 | -1639783 |
Avg Bars in Trades | 31 | 35 | 27 | 31 | 35 | 27 |
Avg Bars in Winners | 7 | 5 | 8 | 12 | 11 | 12 |
Avg Bars in Losers | 94 | 93 | 96 | 64 | 65 | 62 |
Bars Traded | 5429 | 3040 | 2388 | 5429 | 3040 | 2388 |
Profit Streak | 47.0604 | 80.3937 | 47.0604 | 47.0604 | 80.3937 | 47.0604 |
Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575359 | -577214 | -575382 | -576572 | -578864 | 502153 |
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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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