Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1242304.0241 | -43408.3677 | -1198895.6564 | 392379.3211 | -9767901.1653 | 10160280.4863 |
Total P&L (%) | -1242.304 | -43.4084 | -1198.8957 | 392.3793 | -9767.9012 | 10160.2805 |
Avg Daily Profit (%) | -0.6589 | -0.023 | -0.6359 | 0.0846 | 0 | 0.2459 |
Buy And Hold Return (%) | 392.4021 | 392.4021 | 392.4021 | 392.4021 | 392.4021 | 392.4021 |
Max Trade Drawdown | -1337317 | -171758 | -1243659 | -14849370 | -13657814 | -2897342 |
Profit Factor | 0.3014 | 0.8469 | 0.1979 | 1.0162 | 0.4217 | 2.3869 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 131 | 62 | 69 | 119 | 56 | 63 |
Losing Trades | 39 | 23 | 16 | 51 | 29 | 22 |
Profitability (%) | 77.0588 | 72.9412 | 81.1765 | 70 | 65.8824 | 74.1176 |
Ratio Avg Win / Avg Loss | 0.0897 | 0.3142 | 0.0459 | 0.4355 | 0.2184 | 0.8335 |
Largest Winning Trade | 16765 | 15387 | 16765 | 7597271 | 1194721 | 7597271 |
Largest Losing Trade | -980038 | -57784 | -980038 | -8790637 | -8790637 | -2505047 |
Avg Bars in Trades | 32 | 23 | 41 | 32 | 23 | 41 |
Avg Bars in Winners | 12 | 6 | 17 | 16 | 7 | 25 |
Avg Bars in Losers | 100 | 68 | 146 | 68 | 53 | 88 |
Bars Traded | 5501 | 1956 | 3545 | 5501 | 1956 | 3545 |
Profit Streak | 7.1612 | 7.4945 | 7.1612 | 7.1612 | 7.4945 | 7.1612 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574812 | -576433 | -576141 | -445121 | -577348 | 502528 |
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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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