Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1616773.5033 | 108766.8551 | -1725540.3584 | 229400.1079 | -6817629.1606 | 7047029.2685 |
Total P&L (%) | -1616.7735 | 108.7669 | -1725.5404 | 229.4001 | -6817.6292 | 7047.0293 |
Avg Daily Profit (%) | -0.9494 | 0.0639 | -1.0132 | 0.07 | 0 | 0.251 |
Buy And Hold Return (%) | 2016.0067 | 2016.0067 | 2016.0067 | 2016.0067 | 2016.0067 | 2016.0067 |
Max Trade Drawdown | -1795721 | -104869 | -1836564 | -8936379 | -7116915 | -4558602 |
Profit Factor | 0.2942 | 1.4464 | 0.1571 | 1.0138 | 0.1558 | 1.8199 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 55 | 28 | 27 | 51 | 25 | 26 |
Losing Trades | 33 | 16 | 17 | 37 | 19 | 18 |
Profitability (%) | 62.5 | 63.6364 | 61.3636 | 57.9545 | 56.8182 | 59.0909 |
Ratio Avg Win / Avg Loss | 0.1765 | 0.8265 | 0.0989 | 0.7355 | 0.1184 | 1.2599 |
Largest Winning Trade | 59224 | 51076 | 59224 | 14073416 | 453947 | 14073416 |
Largest Losing Trade | -1556341 | -61418 | -1556341 | -3808908 | -2924116 | -3808908 |
Avg Bars in Trades | 225 | 231 | 219 | 225 | 231 | 219 |
Avg Bars in Winners | 118 | 128 | 108 | 129 | 137 | 123 |
Avg Bars in Losers | 403 | 412 | 395 | 357 | 356 | 358 |
Bars Traded | 19850 | 10192 | 9658 | 19850 | 10192 | 9658 |
Profit Streak | 449.1546 | 449.1546 | 568.4879 | 449.1546 | 449.1546 | 568.4879 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577306 | -271704 | -577912 | -469671 | -579250 | 385758 |
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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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