Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1842419.6911 | -3643.4796 | -1838776.2115 | 111028.5124 | 10537449.5611 | -10426421.0487 |
Total P&L (%) | -1842.4197 | -3.6435 | -1838.7762 | 111.0285 | 10537.4496 | -10426.421 |
Avg Daily Profit (%) | -0.7809 | -0.0015 | -0.7793 | 0.0317 | 0.198 | 0 |
Buy And Hold Return (%) | 507.8194 | 507.8194 | 507.8194 | 507.8194 | 507.8194 | 507.8194 |
Max Trade Drawdown | -1939758 | -140566 | -1923549 | -16737486 | -3307524 | -18214178 |
Profit Factor | 0.3017 | 0.9899 | 0.1932 | 1.0033 | 1.9335 | 0.5274 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 150 | 71 | 79 | 96 | 49 | 47 |
Losing Trades | 44 | 26 | 18 | 98 | 48 | 50 |
Profitability (%) | 77.3196 | 73.1959 | 81.4433 | 49.4845 | 50.5155 | 48.4536 |
Ratio Avg Win / Avg Loss | 0.0885 | 0.3625 | 0.044 | 1.0242 | 1.894 | 0.5611 |
Largest Winning Trade | 17261 | 16104 | 17261 | 9895349 | 9895349 | 4686394 |
Largest Losing Trade | -1567783 | -66429 | -1567783 | -3579463 | -1629419 | -3579463 |
Avg Bars in Trades | 46 | 51 | 42 | 46 | 51 | 42 |
Avg Bars in Winners | 15 | 16 | 14 | 50 | 55 | 44 |
Avg Bars in Losers | 155 | 149 | 164 | 43 | 48 | 39 |
Bars Traded | 9116 | 5031 | 4085 | 9116 | 5031 | 4085 |
Profit Streak | 41.1512 | 77.9012 | 41.1512 | 41.1512 | 77.9012 | 41.1512 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574652 | -576371 | -575341 | -530856 | 463726 | -580249 |
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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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