Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1253268.9213 | 67633.9373 | -1320902.8586 | -62323.6094 | -8289753.5534 | 8227429.944 |
Total P&L (%) | -1253.2689 | 67.6339 | -1320.9029 | -62.3236 | -8289.7536 | 8227.4299 |
Avg Daily Profit (%) | -0.5304 | 0.0286 | -0.5591 | -0.0413 | 0 | 0.1873 |
Buy And Hold Return (%) | 400.1072 | 400.1072 | 400.1072 | 400.1072 | 400.1072 | 400.1072 |
Max Trade Drawdown | -1486583 | -170755 | -1444910 | -14648369 | -13193516 | -3244890 |
Profit Factor | 0.4142 | 1.1675 | 0.239 | 0.9972 | 0.5128 | 2.5288 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 168 | 85 | 83 | 150 | 73 | 77 |
Losing Trades | 46 | 22 | 24 | 64 | 34 | 30 |
Profitability (%) | 78.5047 | 79.4393 | 77.5701 | 70.0935 | 68.2243 | 71.9626 |
Ratio Avg Win / Avg Loss | 0.1134 | 0.3022 | 0.0691 | 0.4255 | 0.2388 | 0.9852 |
Largest Winning Trade | 21507 | 21507 | 16875 | 3977294 | 1566939 | 3977294 |
Largest Losing Trade | -1100994 | -61654 | -1100994 | -5342304 | -5342304 | -2287453 |
Avg Bars in Trades | 31 | 39 | 24 | 31 | 39 | 24 |
Avg Bars in Winners | 12 | 14 | 10 | 18 | 17 | 19 |
Avg Bars in Losers | 102 | 137 | 71 | 63 | 86 | 36 |
Bars Traded | 6834 | 4254 | 2580 | 6834 | 4254 | 2580 |
Profit Streak | 12.4671 | 12.4671 | 269.4671 | 12.4671 | 12.4671 | 269.4671 |
Trades During Streak | 5 | 2 | 13 | 5 | 2 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574360 | -353463 | -575361 | -575450 | -577323 | 527829 |
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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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