Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1057936.1581 | 76777.196 | -1134713.3541 | -7614570.1719 | 8382573.3641 | -15997143.536 |
Total P&L (%) | -1057.9362 | 76.7772 | -1134.7134 | -7614.5702 | 8382.5734 | -15997.1435 |
Avg Daily Profit (%) | -0.4873 | 0.0354 | -0.5227 | 0 | 0.2048 | 0 |
Buy And Hold Return (%) | 536.5482 | 536.5482 | 536.5482 | 536.5482 | 536.5482 | 536.5482 |
Max Trade Drawdown | -1308089 | -153065 | -1282811 | -16610520 | -2885142 | -16195210 |
Profit Factor | 0.4203 | 1.2536 | 0.2546 | 0.8059 | 1.6791 | 0.405 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 123 | 59 | 64 | 73 | 39 | 34 |
Losing Trades | 50 | 27 | 23 | 100 | 47 | 53 |
Profitability (%) | 71.0983 | 68.6047 | 73.5632 | 42.1965 | 45.3488 | 39.0805 |
Ratio Avg Win / Avg Loss | 0.1709 | 0.5737 | 0.0915 | 1.104 | 2.0236 | 0.6313 |
Largest Winning Trade | 42854 | 42854 | 38215 | 7398804 | 7398804 | 3594961 |
Largest Losing Trade | -729046 | -68354 | -729046 | -10598733 | -1615527 | -10598733 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 8 | 9 | 7 | 32 | 43 | 19 |
Avg Bars in Losers | 61 | 57 | 65 | 17 | 8 | 25 |
Bars Traded | 4107 | 2128 | 1979 | 4107 | 2128 | 1979 |
Profit Streak | 57.3374 | 57.3374 | 71.8374 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575174 | -309134 | -575911 | -580962 | 338552 | -585068 |
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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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