Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1392212.7463 | -27006.0469 | -1365206.6994 | 301561.3442 | -10075678.4343 | 10377239.7785 |
Total P&L (%) | -1392.2127 | -27.006 | -1365.2067 | 301.5613 | -10075.6784 | 10377.2398 |
Avg Daily Profit (%) | -0.7423 | -0.0144 | -0.7279 | 0.0742 | 0 | 0.2483 |
Buy And Hold Return (%) | 297.0569 | 297.0569 | 297.0569 | 297.0569 | 297.0569 | 297.0569 |
Max Trade Drawdown | -1542579 | -158350 | -1457914 | -11864987 | -10984603 | -3298478 |
Profit Factor | 0.3041 | 0.9138 | 0.1908 | 1.013 | 0.3562 | 2.372 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 138 | 66 | 72 | 118 | 58 | 60 |
Losing Trades | 33 | 19 | 14 | 53 | 27 | 26 |
Profitability (%) | 80.7018 | 77.6471 | 83.7209 | 69.0058 | 68.2353 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.0727 | 0.2631 | 0.0371 | 0.455 | 0.1658 | 1.0279 |
Largest Winning Trade | 21150 | 16620 | 21150 | 11026442 | 779232 | 11026442 |
Largest Losing Trade | -1185447 | -60485 | -1185447 | -7290097 | -7290097 | -2104724 |
Avg Bars in Trades | 41 | 50 | 33 | 41 | 50 | 33 |
Avg Bars in Winners | 12 | 11 | 13 | 18 | 17 | 19 |
Avg Bars in Losers | 163 | 183 | 137 | 93 | 119 | 65 |
Bars Traded | 7124 | 4251 | 2873 | 7124 | 4251 | 2873 |
Profit Streak | 59.4921 | 80.4921 | 59.4921 | 59.4921 | 80.4921 | 59.4921 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573875 | -575643 | -574958 | -457772 | -576863 | 575626 |
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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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