Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1946868.1505 | -56663.7649 | -1890204.3856 | -17247.3097 | -2474353.7472 | 2457106.4375 |
Total P&L (%) | -1946.8682 | -56.6638 | -1890.2044 | -17.2473 | -2474.3537 | 2457.1064 |
Avg Daily Profit (%) | -1.043 | -0.0304 | -1.0126 | -0.0101 | 0 | 0.1738 |
Buy And Hold Return (%) | 473.1307 | 473.1307 | 473.1307 | 473.1307 | 473.1307 | 473.1307 |
Max Trade Drawdown | -2071287 | -183047 | -1971809 | -3958449 | -3413066 | -2383224 |
Profit Factor | 0.2862 | 0.8563 | 0.1898 | 0.9984 | 0.5502 | 1.4682 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 97 | 42 | 55 | 97 | 41 | 56 |
Losing Trades | 74 | 43 | 31 | 74 | 44 | 30 |
Profitability (%) | 56.7251 | 49.4118 | 63.9535 | 56.7251 | 48.2353 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.2183 | 0.8767 | 0.107 | 0.7617 | 0.5905 | 0.7865 |
Largest Winning Trade | 41595 | 41595 | 29017 | 2329333 | 634999 | 2329333 |
Largest Losing Trade | -1536789 | -57769 | -1536789 | -2312799 | -2312799 | -1659208 |
Avg Bars in Trades | 128 | 145 | 112 | 128 | 145 | 112 |
Avg Bars in Winners | 87 | 101 | 76 | 100 | 109 | 93 |
Avg Bars in Losers | 183 | 188 | 175 | 166 | 179 | 147 |
Bars Traded | 22048 | 12385 | 9663 | 22048 | 12385 | 9663 |
Profit Streak | 40.6967 | 177.1134 | 40.6967 | 40.6967 | 177.1134 | 40.6967 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577504 | -579922 | -578028 | -577504 | -580379 | 322377 |
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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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