Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1548242.7264 | 48766.37 | -1597009.0964 | 5980788.7404 | -16534857.8242 | 22515646.5646 |
Total P&L (%) | -1548.2427 | 48.7664 | -1597.0091 | 5980.7887 | -16534.8578 | 22515.6466 |
Avg Daily Profit (%) | -0.6866 | 0.0216 | -0.7083 | 0.1823 | 0 | 0.2407 |
Buy And Hold Return (%) | 272.6064 | 272.6064 | 272.6064 | 272.6064 | 272.6064 | 272.6064 |
Max Trade Drawdown | -1768710 | -85650 | -1767445 | -35258566 | -25811981 | -18510946 |
Profit Factor | 0.3604 | 1.1494 | 0.2374 | 1.0679 | 0.6596 | 1.5709 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 182 | 85 | 97 | 174 | 80 | 94 |
Losing Trades | 43 | 27 | 16 | 51 | 32 | 19 |
Profitability (%) | 80.8889 | 75.8929 | 85.8407 | 77.3333 | 71.4286 | 83.1858 |
Ratio Avg Win / Avg Loss | 0.0851 | 0.3651 | 0.0392 | 0.313 | 0.2639 | 0.3175 |
Largest Winning Trade | 25641 | 25641 | 23797 | 15200557 | 2491470 | 15200557 |
Largest Losing Trade | -1213986 | -54999 | -1213986 | -20378116 | -20378116 | -13902830 |
Avg Bars in Trades | 57 | 43 | 71 | 57 | 43 | 71 |
Avg Bars in Winners | 21 | 13 | 28 | 27 | 15 | 38 |
Avg Bars in Losers | 211 | 139 | 333 | 160 | 115 | 238 |
Bars Traded | 13049 | 4916 | 8132 | 13049 | 4916 | 8132 |
Profit Streak | 55.6306 | 85.2973 | 55.6306 | 55.6306 | 85.2973 | 55.6306 |
Trades During Streak | 16 | 9 | 8 | 16 | 9 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573842 | -382640 | -574676 | -133059 | -576359 | 514849 |
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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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