Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1821271.3606 | -36185.0945 | -1785086.2661 | 662.7205 | 3232579.6371 | -3231916.9166 |
Total P&L (%) | -1821.2714 | -36.1851 | -1785.0863 | 0.6627 | 3232.5796 | -3231.9169 |
Avg Daily Profit (%) | -0.7714 | -0.0153 | -0.7561 | 0.0003 | 0.1486 | 0 |
Buy And Hold Return (%) | 487.5803 | 487.5803 | 487.5803 | 487.5803 | 487.5803 | 487.5803 |
Max Trade Drawdown | -1975364 | -140911 | -1866251 | -5763314 | -1153689 | -6598586 |
Profit Factor | 0.2819 | 0.9051 | 0.1716 | 1.0001 | 1.6567 | 0.5991 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 122 | 58 | 64 | 84 | 45 | 39 |
Losing Trades | 48 | 27 | 21 | 86 | 40 | 46 |
Profitability (%) | 71.7647 | 68.2353 | 75.2941 | 49.4118 | 52.9412 | 45.8824 |
Ratio Avg Win / Avg Loss | 0.1109 | 0.4213 | 0.0563 | 1.0239 | 1.4726 | 0.7066 |
Largest Winning Trade | 29463 | 29463 | 28643 | 3208741 | 3208741 | 1459985 |
Largest Losing Trade | -1456014 | -65970 | -1456014 | -1590707 | -436485 | -1590707 |
Avg Bars in Trades | 40 | 43 | 37 | 40 | 43 | 37 |
Avg Bars in Winners | 14 | 16 | 13 | 44 | 48 | 39 |
Avg Bars in Losers | 107 | 103 | 111 | 37 | 39 | 36 |
Bars Traded | 6959 | 3738 | 3222 | 6959 | 3738 | 3222 |
Profit Streak | 42.3381 | 141.0047 | 42.3381 | 42.3381 | 141.0047 | 42.3381 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575565 | -577080 | -576560 | -576519 | 323602 | -581718 |
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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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