Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1708595.5553 | -25747.9003 | -1682847.655 | 126757.0982 | -12199018.9604 | 12325776.0586 |
Total P&L (%) | -1708.5956 | -25.7479 | -1682.8477 | 126.7571 | -12199.019 | 12325.7761 |
Avg Daily Profit (%) | -0.7564 | -0.0114 | -0.745 | 0.0362 | 0 | 0.2137 |
Buy And Hold Return (%) | 164.7059 | 164.7059 | 164.7059 | 164.7059 | 164.7059 | 164.7059 |
Max Trade Drawdown | -1760342 | -137885 | -1759768 | -22389179 | -19514989 | -8475411 |
Profit Factor | 0.3144 | 0.9355 | 0.1959 | 1.0022 | 0.6292 | 1.5255 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 176 | 86 | 90 | 166 | 80 | 86 |
Losing Trades | 45 | 24 | 21 | 55 | 30 | 25 |
Profitability (%) | 79.638 | 78.1818 | 81.0811 | 75.1131 | 72.7273 | 77.4775 |
Ratio Avg Win / Avg Loss | 0.0804 | 0.2611 | 0.0457 | 0.3321 | 0.236 | 0.4435 |
Largest Winning Trade | 21045 | 20367 | 21045 | 10277841 | 2207891 | 10277841 |
Largest Losing Trade | -1210395 | -56085 | -1210395 | -12320692 | -12320692 | -6260193 |
Avg Bars in Trades | 58 | 68 | 49 | 58 | 68 | 49 |
Avg Bars in Winners | 18 | 21 | 15 | 21 | 21 | 21 |
Avg Bars in Losers | 215 | 235 | 192 | 170 | 192 | 143 |
Bars Traded | 12990 | 7514 | 5475 | 12990 | 7514 | 5475 |
Profit Streak | 18.2693 | 18.2693 | 60.7693 | 18.2693 | 18.2693 | 60.7693 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574139 | -575634 | -575150 | -523920 | -576341 | 473224 |
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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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