Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1529816.9679 | 29954.5838 | -1559771.5518 | 3496694.6734 | -8045734.3784 | 11542429.0518 |
Total P&L (%) | -1529.817 | 29.9546 | -1559.7716 | 3496.6947 | -8045.7344 | 11542.4291 |
Avg Daily Profit (%) | -0.6783 | 0.0133 | -0.6915 | 0.159 | 0 | 0.2111 |
Buy And Hold Return (%) | 360.8553 | 360.8553 | 360.8553 | 360.8553 | 360.8553 | 360.8553 |
Max Trade Drawdown | -1718697 | -87674 | -1691804 | -14872316 | -11623434 | -6117164 |
Profit Factor | 0.3391 | 1.0888 | 0.2112 | 1.1042 | 0.6317 | 1.9861 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 175 | 83 | 92 | 165 | 79 | 86 |
Losing Trades | 38 | 23 | 15 | 48 | 27 | 21 |
Profitability (%) | 82.1596 | 78.3019 | 85.9813 | 77.4648 | 74.5283 | 80.3738 |
Ratio Avg Win / Avg Loss | 0.0736 | 0.3017 | 0.0344 | 0.3212 | 0.2159 | 0.485 |
Largest Winning Trade | 24299 | 24299 | 15737 | 6718263 | 1491402 | 6718263 |
Largest Losing Trade | -1156819 | -59310 | -1156819 | -9399043 | -9399043 | -4079769 |
Avg Bars in Trades | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Winners | 8 | 5 | 10 | 9 | 6 | 12 |
Avg Bars in Losers | 74 | 58 | 99 | 56 | 48 | 67 |
Bars Traded | 4334 | 1841 | 2493 | 4334 | 1841 | 2493 |
Profit Streak | 41.3137 | 41.3137 | 56.3137 | 41.3137 | 41.3137 | 56.3137 |
Trades During Streak | 17 | 8 | 11 | 17 | 8 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573486 | -459769 | -574334 | -93112 | -575689 | 540959 |
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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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