Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2137364.6925 | -134432.8062 | -2002931.8863 | 8176.5784 | 6933928.4777 | -6925751.8992 |
Total P&L (%) | -2137.3647 | -134.4328 | -2002.9319 | 8.1766 | 6933.9285 | -6925.7519 |
Avg Daily Profit (%) | -1.145 | -0.072 | -1.073 | 0.0042 | 0.2281 | 0 |
Buy And Hold Return (%) | 391.4123 | 391.4123 | 391.4123 | 391.4123 | 391.4123 | 391.4123 |
Max Trade Drawdown | -2323698 | -256844 | -2117908 | -6980530 | -1194437 | -7902469 |
Profit Factor | 0.2539 | 0.7275 | 0.1553 | 1.0005 | 3.0362 | 0.4889 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 116 | 53 | 63 | 86 | 50 | 36 |
Losing Trades | 52 | 31 | 21 | 82 | 34 | 48 |
Profitability (%) | 69.0476 | 63.0952 | 75 | 51.1905 | 59.5238 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.1138 | 0.4255 | 0.0518 | 0.9539 | 2.0646 | 0.6519 |
Largest Winning Trade | 25234 | 25234 | 17819 | 4470045 | 3258552 | 4470045 |
Largest Losing Trade | -1273769 | -64563 | -1273769 | -5105050 | -615431 | -5105050 |
Avg Bars in Trades | 131 | 153 | 110 | 131 | 153 | 110 |
Avg Bars in Winners | 55 | 53 | 57 | 162 | 193 | 120 |
Avg Bars in Losers | 301 | 324 | 267 | 99 | 94 | 102 |
Bars Traded | 22141 | 12884 | 9257 | 22141 | 12884 | 9257 |
Profit Streak | 10.107 | 85.1903 | 10.107 | 10.107 | 85.1903 | 10.107 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576326 | -577589 | -576927 | -572496 | 604914 | -583224 |
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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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