Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1319561.9479 | 3485.1998 | -1323047.1477 | 3161552.5477 | -3840708.0796 | 7002260.6273 |
Total P&L (%) | -1319.5619 | 3.4852 | -1323.0471 | 3161.5525 | -3840.7081 | 7002.2606 |
Avg Daily Profit (%) | -0.5851 | 0.0015 | -0.5867 | 0.1546 | 0 | 0.1892 |
Buy And Hold Return (%) | 408.8994 | 408.8994 | 408.8994 | 408.8994 | 408.8994 | 408.8994 |
Max Trade Drawdown | -1555276 | -77543 | -1510282 | -10063595 | -5265711 | -7234836 |
Profit Factor | 0.2784 | 1.0213 | 0.2055 | 1.1422 | 0.5605 | 1.5191 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 136 | 59 | 77 | 134 | 57 | 77 |
Losing Trades | 38 | 28 | 10 | 40 | 30 | 10 |
Profitability (%) | 78.1609 | 67.8161 | 88.5057 | 77.0115 | 65.5172 | 88.5057 |
Ratio Avg Win / Avg Loss | 0.0778 | 0.4847 | 0.0267 | 0.341 | 0.295 | 0.1973 |
Largest Winning Trade | 21485 | 15576 | 21485 | 8691092 | 534630 | 8691092 |
Largest Losing Trade | -1137232 | -30287 | -1137232 | -5760136 | -2801614 | -5760136 |
Avg Bars in Trades | 50 | 16 | 83 | 50 | 16 | 83 |
Avg Bars in Winners | 23 | 6 | 36 | 31 | 6 | 50 |
Avg Bars in Losers | 145 | 38 | 444 | 111 | 36 | 337 |
Bars Traded | 8710 | 1475 | 7235 | 8710 | 1475 | 7235 |
Profit Streak | 88.507 | 88.507 | 242.007 | 88.507 | 88.507 | 242.007 |
Trades During Streak | 6 | 3 | 20 | 6 | 3 | 20 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574724 | -551341 | -574408 | -52168 | -577170 | 506560 |
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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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