Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1739549.4036 | 61906.3673 | -1801455.7709 | -268137.9195 | -3904136.139 | 3635998.2195 |
Total P&L (%) | -1739.5494 | 61.9064 | -1801.4558 | -268.1379 | -3904.1361 | 3635.9982 |
Avg Daily Profit (%) | -0.7371 | 0.0262 | -0.7633 | 0 | 0 | 0.1535 |
Buy And Hold Return (%) | 567.2566 | 567.2566 | 567.2566 | 567.2566 | 567.2566 | 567.2566 |
Max Trade Drawdown | -1891717 | -141403 | -1906697 | -6047395 | -6006643 | -2237742 |
Profit Factor | 0.347 | 1.1636 | 0.2118 | 0.9782 | 0.543 | 1.967 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 167 | 81 | 86 | 115 | 53 | 62 |
Losing Trades | 49 | 27 | 22 | 101 | 55 | 46 |
Profitability (%) | 77.3148 | 75 | 79.6296 | 53.2407 | 49.0741 | 57.4074 |
Ratio Avg Win / Avg Loss | 0.1018 | 0.3879 | 0.0542 | 0.8591 | 0.5635 | 1.4594 |
Largest Winning Trade | 23303 | 23303 | 19760 | 975389 | 591642 | 975389 |
Largest Losing Trade | -1631102 | -65934 | -1631102 | -3230982 | -3230982 | -789263 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 6 | 7 | 5 | 16 | 15 | 16 |
Avg Bars in Losers | 72 | 71 | 74 | 27 | 30 | 23 |
Bars Traded | 4626 | 2514 | 2112 | 4626 | 2514 | 2112 |
Profit Streak | 11.4896 | 79.4896 | 11.4896 | 0 | 0 | 0 |
Trades During Streak | 4 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574255 | -360849 | -575558 | -578949 | -581127 | 390375 |
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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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