Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1786701.5046 | -31279.1161 | -1755422.3886 | 450167.6267 | 16781591.6908 | -16331424.0641 |
Total P&L (%) | -1786.7015 | -31.2791 | -1755.4224 | 450.1676 | 16781.5917 | -16331.4241 |
Avg Daily Profit (%) | -0.9572 | -0.0168 | -0.9404 | 0.0914 | 0.2751 | 0 |
Buy And Hold Return (%) | 662.7283 | 662.7283 | 662.7283 | 662.7283 | 662.7283 | 662.7283 |
Max Trade Drawdown | -1925484 | -147025 | -1865834 | -20817612 | -3078894 | -24953833 |
Profit Factor | 0.3206 | 0.9245 | 0.2077 | 1.0087 | 2.1212 | 0.5565 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 155 | 73 | 82 | 83 | 42 | 41 |
Losing Trades | 56 | 32 | 24 | 128 | 63 | 65 |
Profitability (%) | 73.4597 | 69.5238 | 77.3585 | 39.3365 | 40 | 38.6792 |
Ratio Avg Win / Avg Loss | 0.1158 | 0.4053 | 0.0608 | 1.5556 | 3.1817 | 0.8823 |
Largest Winning Trade | 23415 | 23415 | 21234 | 9699186 | 9699186 | 6594727 |
Largest Losing Trade | -1265339 | -52489 | -1265339 | -12000591 | -1713515 | -12000591 |
Avg Bars in Trades | 104 | 117 | 91 | 104 | 117 | 91 |
Avg Bars in Winners | 42 | 41 | 44 | 143 | 184 | 102 |
Avg Bars in Losers | 275 | 290 | 255 | 79 | 72 | 85 |
Bars Traded | 22066 | 12325 | 9741 | 22066 | 12325 | 9741 |
Profit Streak | 31.7879 | 38.3713 | 31.7879 | 31.7879 | 38.3713 | 31.7879 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575634 | -577255 | -576685 | -448637 | 343405 | -584912 |
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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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