Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1995758.3018 | -133403.6465 | -1862354.6554 | -58512.6199 | 3360017.0781 | -3418529.698 |
Total P&L (%) | -1995.7583 | -133.4036 | -1862.3547 | -58.5126 | 3360.0171 | -3418.5297 |
Avg Daily Profit (%) | -1.0621 | -0.071 | -0.9911 | -0.0468 | 0.1888 | 0 |
Buy And Hold Return (%) | 549.4389 | 549.4389 | 549.4389 | 549.4389 | 549.4389 | 549.4389 |
Max Trade Drawdown | -2148399 | -201977 | -1967256 | -2793888 | -203382 | -4094108 |
Profit Factor | 0.2192 | 0.6692 | 0.1348 | 0.9916 | 4.6233 | 0.4352 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 136 | 62 | 74 | 84 | 43 | 41 |
Losing Trades | 41 | 26 | 15 | 93 | 45 | 48 |
Profitability (%) | 76.8362 | 70.4545 | 83.1461 | 47.4576 | 48.8636 | 46.0674 |
Ratio Avg Win / Avg Loss | 0.0661 | 0.2806 | 0.0273 | 1.0979 | 4.8383 | 0.5095 |
Largest Winning Trade | 15953 | 15953 | 11739 | 1622447 | 1227671 | 1622447 |
Largest Losing Trade | -1223384 | -62861 | -1223384 | -2718229 | -105959 | -2718229 |
Avg Bars in Trades | 30 | 37 | 24 | 30 | 37 | 24 |
Avg Bars in Winners | 8 | 7 | 9 | 42 | 57 | 27 |
Avg Bars in Losers | 105 | 109 | 99 | 20 | 19 | 21 |
Bars Traded | 5480 | 3320 | 2160 | 5480 | 3320 | 2160 |
Profit Streak | 30.1101 | 30.1101 | 67.7767 | 30.1101 | 30.1101 | 67.7767 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574766 | -576702 | -574735 | -577567 | 560712 | -580737 |
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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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