Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1290080.9462 | 32133.2672 | -1322214.2134 | -71347.6625 | 3179497.2776 | -3250844.9401 |
Total P&L (%) | -1290.0809 | 32.1333 | -1322.2142 | -71.3477 | 3179.4973 | -3250.8449 |
Avg Daily Profit (%) | -0.5425 | 0.0135 | -0.556 | -0.0525 | 0.1469 | 0 |
Buy And Hold Return (%) | 292.5931 | 292.5931 | 292.5931 | 292.5931 | 292.5931 | 292.5931 |
Max Trade Drawdown | -1490019 | -148758 | -1454088 | -4959442 | -1057093 | -4837783 |
Profit Factor | 0.3789 | 1.0879 | 0.2273 | 0.9921 | 1.9207 | 0.4215 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 145 | 70 | 75 | 101 | 53 | 48 |
Losing Trades | 31 | 18 | 13 | 75 | 35 | 40 |
Profitability (%) | 82.3864 | 79.5455 | 85.2273 | 57.3864 | 60.2273 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.081 | 0.2797 | 0.0394 | 0.7367 | 1.2684 | 0.3513 |
Largest Winning Trade | 28377 | 28377 | 15001 | 2476507 | 2476507 | 1009279 |
Largest Losing Trade | -1082030 | -64674 | -1082030 | -1173897 | -439821 | -1173897 |
Avg Bars in Trades | 38 | 46 | 31 | 38 | 46 | 31 |
Avg Bars in Winners | 16 | 20 | 12 | 41 | 50 | 31 |
Avg Bars in Losers | 144 | 148 | 139 | 34 | 39 | 30 |
Bars Traded | 6837 | 4075 | 2762 | 6837 | 4075 | 2762 |
Profit Streak | 58.0629 | 166.3962 | 58.0629 | 58.0629 | 166.3962 | 58.0629 |
Trades During Streak | 12 | 10 | 6 | 12 | 10 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573755 | -460770 | -574852 | -577196 | 307758 | -578938 |
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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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