Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1923383.1014 | -117395.7815 | -1805987.3199 | -62576.8536 | -5948823.9562 | 5886247.1026 |
Total P&L (%) | -1923.3831 | -117.3958 | -1805.9873 | -62.5769 | -5948.824 | 5886.2471 |
Avg Daily Profit (%) | -0.8508 | -0.0519 | -0.7988 | -0.0435 | 0 | 0.1812 |
Buy And Hold Return (%) | 334.629 | 334.629 | 334.629 | 334.629 | 334.629 | 334.629 |
Max Trade Drawdown | -1981616 | -191568 | -1858590 | -6736601 | -5960384 | -1575547 |
Profit Factor | 0.2561 | 0.7417 | 0.1525 | 0.9954 | 0.3403 | 2.2435 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 172 | 85 | 87 | 156 | 74 | 82 |
Losing Trades | 55 | 28 | 27 | 71 | 39 | 32 |
Profitability (%) | 75.7709 | 75.2212 | 76.3158 | 68.7225 | 65.4867 | 71.9298 |
Ratio Avg Win / Avg Loss | 0.0819 | 0.2443 | 0.0473 | 0.4531 | 0.1794 | 0.8755 |
Largest Winning Trade | 47926 | 47926 | 22922 | 7360624 | 842677 | 7360624 |
Largest Losing Trade | -1232187 | -58623 | -1232187 | -3062167 | -3062167 | -1192751 |
Avg Bars in Trades | 38 | 47 | 29 | 38 | 47 | 29 |
Avg Bars in Winners | 12 | 15 | 8 | 15 | 17 | 13 |
Avg Bars in Losers | 119 | 143 | 94 | 87 | 103 | 67 |
Bars Traded | 8660 | 5348 | 3312 | 8660 | 5348 | 3312 |
Profit Streak | 61.427 | 81.427 | 61.427 | 61.427 | 81.427 | 61.427 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574553 | -575979 | -575499 | -575467 | -577519 | 506834 |
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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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