Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1510991.409 | 130071.5803 | -1641062.9893 | 246740.3897 | -5590426.8876 | 5837167.2773 |
Total P&L (%) | -1510.9914 | 130.0716 | -1641.063 | 246.7404 | -5590.4269 | 5837.1673 |
Avg Daily Profit (%) | -0.7697 | 0.0663 | -0.836 | 0.0634 | 0 | 0.2083 |
Buy And Hold Return (%) | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 |
Max Trade Drawdown | -1679666 | -116511 | -1753167 | -8624002 | -6640801 | -4335166 |
Profit Factor | 0.3842 | 1.3417 | 0.2084 | 1.0086 | 0.6239 | 1.4202 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 178 | 86 | 92 | 166 | 78 | 88 |
Losing Trades | 52 | 29 | 23 | 64 | 37 | 27 |
Profitability (%) | 77.3913 | 74.7826 | 80 | 72.1739 | 67.8261 | 76.5217 |
Ratio Avg Win / Avg Loss | 0.1122 | 0.4524 | 0.0521 | 0.3889 | 0.296 | 0.4357 |
Largest Winning Trade | 38165 | 38165 | 26589 | 11766743 | 1821151 | 11766743 |
Largest Losing Trade | -1480238 | -63389 | -1480238 | -5383650 | -5383650 | -2492935 |
Avg Bars in Trades | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Winners | 16 | 15 | 17 | 18 | 16 | 20 |
Avg Bars in Losers | 163 | 159 | 168 | 130 | 126 | 136 |
Bars Traded | 11409 | 5972 | 5437 | 11409 | 5972 | 5437 |
Profit Streak | 408.6324 | 0 | 565.4658 | 408.6324 | 0 | 565.4658 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575438 | -268320 | -575424 | -482192 | -578715 | 327835 |
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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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