Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1488526.1279 | -22026.2132 | -1466499.9147 | -88188.8662 | -21638000.1295 | 21549811.2633 |
Total P&L (%) | -1488.5261 | -22.0262 | -1466.4999 | -88.1889 | -21638.0001 | 21549.8113 |
Avg Daily Profit (%) | -0.66 | -0.0098 | -0.6502 | -0.0947 | 0 | 0.2387 |
Buy And Hold Return (%) | 272.6064 | 272.6064 | 272.6064 | 272.6064 | 272.6064 | 272.6064 |
Max Trade Drawdown | -1608369 | -186093 | -1561133 | -28688502 | -26100068 | -9022541 |
Profit Factor | 0.3403 | 0.9478 | 0.2004 | 0.9985 | 0.4306 | 2.1042 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 121 | 56 | 65 | 109 | 49 | 60 |
Losing Trades | 44 | 26 | 18 | 56 | 33 | 23 |
Profitability (%) | 73.3333 | 68.2927 | 78.3133 | 66.0606 | 59.7561 | 72.2892 |
Ratio Avg Win / Avg Loss | 0.1238 | 0.4401 | 0.0555 | 0.513 | 0.29 | 0.8066 |
Largest Winning Trade | 50383 | 50383 | 18063 | 21636400 | 5492104 | 21636400 |
Largest Losing Trade | -888629 | -63150 | -888629 | -15395920 | -15395920 | -5704995 |
Avg Bars in Trades | 26 | 29 | 23 | 26 | 29 | 23 |
Avg Bars in Winners | 8 | 8 | 9 | 10 | 9 | 12 |
Avg Bars in Losers | 74 | 74 | 74 | 56 | 58 | 52 |
Bars Traded | 4330 | 2396 | 1933 | 4330 | 2396 | 1933 |
Profit Streak | 57.696 | 79.696 | 57.696 | 57.696 | 79.696 | 57.696 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574993 | -580894 | -575426 | -575936 | -582000 | 509868 |
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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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