Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1643697.1347 | -38111.2003 | -1605585.9344 | 104073.4011 | -9043878.3187 | 9147951.7198 |
Total P&L (%) | -1643.6971 | -38.1112 | -1605.5859 | 104.0734 | -9043.8783 | 9147.9517 |
Avg Daily Profit (%) | -0.7249 | -0.0168 | -0.7081 | 0.0315 | 0 | 0.1998 |
Buy And Hold Return (%) | 280.4348 | 280.4348 | 280.4348 | 280.4348 | 280.4348 | 280.4348 |
Max Trade Drawdown | -1683644 | -139747 | -1663636 | -16775241 | -14582862 | -6412502 |
Profit Factor | 0.3059 | 0.901 | 0.1905 | 1.0027 | 0.6232 | 1.6115 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 156 | 74 | 82 | 148 | 69 | 79 |
Losing Trades | 39 | 23 | 16 | 47 | 28 | 19 |
Profitability (%) | 80 | 76.2887 | 83.6735 | 75.8974 | 71.134 | 80.6122 |
Ratio Avg Win / Avg Loss | 0.0765 | 0.28 | 0.0372 | 0.3184 | 0.2529 | 0.3876 |
Largest Winning Trade | 21045 | 19858 | 21045 | 6480561 | 1211920 | 6480561 |
Largest Losing Trade | -1119458 | -59206 | -1119458 | -10020698 | -10020698 | -4538593 |
Avg Bars in Trades | 66 | 76 | 55 | 66 | 76 | 55 |
Avg Bars in Winners | 21 | 24 | 17 | 25 | 26 | 24 |
Avg Bars in Losers | 245 | 244 | 247 | 193 | 199 | 184 |
Bars Traded | 12885 | 7450 | 5434 | 12885 | 7450 | 5434 |
Profit Streak | 26.1608 | 26.1608 | 69.1608 | 26.1608 | 26.1608 | 69.1608 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574326 | -576369 | -574961 | -529969 | -577037 | 497793 |
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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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