Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1524604.5711 | 71380.7117 | -1595985.2828 | -280987.1285 | -4900151.087 | 4619163.9585 |
Total P&L (%) | -1524.6046 | 71.3807 | -1595.9853 | -280.9871 | -4900.1511 | 4619.164 |
Avg Daily Profit (%) | -0.6456 | 0.0302 | -0.6758 | 0 | 0 | 0.1633 |
Buy And Hold Return (%) | 357.3638 | 357.3638 | 357.3638 | 357.3638 | 357.3638 | 357.3638 |
Max Trade Drawdown | -1691858 | -107096 | -1711424 | -7858768 | -5897823 | -4186484 |
Profit Factor | 0.3845 | 1.1801 | 0.2329 | 0.9857 | 0.6196 | 1.6867 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 160 | 76 | 84 | 130 | 62 | 68 |
Losing Trades | 70 | 39 | 31 | 100 | 53 | 47 |
Profitability (%) | 69.5652 | 66.087 | 73.0435 | 56.5217 | 53.913 | 59.1304 |
Ratio Avg Win / Avg Loss | 0.1682 | 0.6056 | 0.0859 | 0.7582 | 0.5297 | 1.1658 |
Largest Winning Trade | 21174 | 21174 | 15083 | 1886049 | 932932 | 1886049 |
Largest Losing Trade | -1444648 | -65281 | -1444648 | -4329534 | -4329534 | -2186084 |
Avg Bars in Trades | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Winners | 12 | 13 | 11 | 24 | 25 | 23 |
Avg Bars in Losers | 69 | 71 | 68 | 36 | 41 | 31 |
Bars Traded | 6834 | 3775 | 3059 | 6834 | 3775 | 3059 |
Profit Streak | 28.4702 | 28.4702 | 38.8036 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575222 | -339561 | -575976 | -578451 | -580519 | 396786 |
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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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