Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1645855.759 | -43414.6451 | -1602441.1139 | 168079.949 | -12131703.9335 | 12299783.8825 |
Total P&L (%) | -1645.8558 | -43.4146 | -1602.4411 | 168.0799 | -12131.7039 | 12299.7839 |
Avg Daily Profit (%) | -0.7299 | -0.0193 | -0.7107 | 0.0437 | 0 | 0.214 |
Buy And Hold Return (%) | 271.618 | 271.618 | 271.618 | 271.618 | 271.618 | 271.618 |
Max Trade Drawdown | -1686926 | -160810 | -1659019 | -23890756 | -20896433 | -9296456 |
Profit Factor | 0.2979 | 0.8879 | 0.1812 | 1.0033 | 0.6247 | 1.6696 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 147 | 69 | 78 | 139 | 63 | 76 |
Losing Trades | 42 | 25 | 17 | 50 | 31 | 19 |
Profitability (%) | 77.7778 | 73.4043 | 82.1053 | 73.545 | 67.0213 | 80 |
Ratio Avg Win / Avg Loss | 0.0851 | 0.3217 | 0.0395 | 0.3609 | 0.3074 | 0.4174 |
Largest Winning Trade | 21045 | 19531 | 21045 | 7775945 | 1378155 | 7775945 |
Largest Losing Trade | -1119458 | -57165 | -1119458 | -12981570 | -12981570 | -6658062 |
Avg Bars in Trades | 68 | 79 | 56 | 68 | 79 | 56 |
Avg Bars in Winners | 20 | 23 | 17 | 25 | 26 | 25 |
Avg Bars in Losers | 236 | 235 | 237 | 185 | 188 | 181 |
Bars Traded | 12885 | 7496 | 5389 | 12885 | 7496 | 5389 |
Profit Streak | 16.6059 | 16.6059 | 59.6059 | 16.6059 | 16.6059 | 59.6059 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574599 | -576701 | -575091 | -513176 | -577528 | 504860 |
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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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