Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1763568.3689 | -133030.2302 | -1630538.1387 | -65843.5812 | -8098750.7839 | 8032907.2027 |
Total P&L (%) | -1763.5684 | -133.0302 | -1630.5381 | -65.8436 | -8098.7508 | 8032.9072 |
Avg Daily Profit (%) | -0.9404 | -0.0709 | -0.8695 | -0.0573 | 0 | 0.2348 |
Buy And Hold Return (%) | 228.3186 | 228.3186 | 228.3186 | 228.3186 | 228.3186 | 228.3186 |
Max Trade Drawdown | -1841348 | -204996 | -1676610 | -8243197 | -8815373 | -2574795 |
Profit Factor | 0.2287 | 0.6345 | 0.1519 | 0.9961 | 0.296 | 2.4362 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 167 | 79 | 88 | 145 | 67 | 78 |
Losing Trades | 41 | 25 | 16 | 63 | 37 | 26 |
Profitability (%) | 80.2885 | 75.9615 | 84.6154 | 69.7115 | 64.4231 | 75 |
Ratio Avg Win / Avg Loss | 0.0561 | 0.2008 | 0.0276 | 0.4328 | 0.1635 | 0.8121 |
Largest Winning Trade | 13237 | 13237 | 9662 | 9337221 | 861742 | 9337221 |
Largest Losing Trade | -1289746 | -58858 | -1289746 | -4820445 | -4820445 | -2176655 |
Avg Bars in Trades | 53 | 62 | 44 | 53 | 62 | 44 |
Avg Bars in Winners | 16 | 17 | 15 | 24 | 25 | 22 |
Avg Bars in Losers | 205 | 206 | 202 | 120 | 129 | 108 |
Bars Traded | 11111 | 6508 | 4603 | 11111 | 6508 | 4603 |
Profit Streak | 23.9295 | 0 | 56.4295 | 23.9295 | 0 | 56.4295 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575227 | -577411 | -574868 | -576589 | -579185 | 540427 |
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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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