Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1693519.6091 | -22731.2404 | -1670788.3687 | 323110.9659 | -23487498.6654 | 23810609.6313 |
Total P&L (%) | -1693.5196 | -22.7312 | -1670.7884 | 323.111 | -23487.4987 | 23810.6096 |
Avg Daily Profit (%) | -0.8132 | -0.0109 | -0.8023 | 0.0693 | 0 | 0.2633 |
Buy And Hold Return (%) | 988.5781 | 988.5781 | 988.5781 | 988.5781 | 988.5781 | 988.5781 |
Max Trade Drawdown | -1767282 | -161092 | -1734443 | -45765759 | -38207028 | -11980529 |
Profit Factor | 0.2974 | 0.9374 | 0.1838 | 1.0037 | 0.5743 | 1.7559 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 155 | 75 | 80 | 143 | 70 | 73 |
Losing Trades | 51 | 28 | 23 | 63 | 33 | 30 |
Profitability (%) | 75.2427 | 72.8155 | 77.6699 | 69.4175 | 67.9612 | 70.8738 |
Ratio Avg Win / Avg Loss | 0.0978 | 0.35 | 0.0528 | 0.4422 | 0.2707 | 0.7216 |
Largest Winning Trade | 32231 | 20875 | 32231 | 16878688 | 3627716 | 16878688 |
Largest Losing Trade | -1160203 | -58271 | -1160203 | -23769144 | -23769144 | -9085590 |
Avg Bars in Trades | 118 | 132 | 103 | 118 | 132 | 103 |
Avg Bars in Winners | 38 | 42 | 33 | 44 | 44 | 45 |
Avg Bars in Losers | 362 | 373 | 348 | 285 | 320 | 246 |
Bars Traded | 24381 | 13683 | 10698 | 24381 | 13683 | 10698 |
Profit Streak | 16.669 | 16.669 | 59.3356 | 16.669 | 16.669 | 59.3356 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574839 | -576753 | -575600 | -479107 | -577383 | 483360 |
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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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