Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2018051.3368 | -83893.5774 | -1934157.7593 | -61788.2217 | -12534093.1599 | 12472304.9382 |
Total P&L (%) | -2018.0513 | -83.8936 | -1934.1578 | -61.7882 | -12534.0932 | 12472.3049 |
Avg Daily Profit (%) | -0.895 | -0.0372 | -0.8578 | -0.0427 | 0 | 0.2146 |
Buy And Hold Return (%) | 289.1667 | 289.1667 | 289.1667 | 289.1667 | 289.1667 | 289.1667 |
Max Trade Drawdown | -2088857 | -173795 | -1990704 | -19877789 | -16359541 | -4158146 |
Profit Factor | 0.2553 | 0.8034 | 0.1528 | 0.9981 | 0.4207 | 2.0839 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 120 | 55 | 65 | 108 | 47 | 61 |
Losing Trades | 45 | 27 | 18 | 57 | 35 | 22 |
Profitability (%) | 72.7273 | 67.0732 | 78.3133 | 65.4545 | 57.3171 | 73.494 |
Ratio Avg Win / Avg Loss | 0.0957 | 0.3944 | 0.0423 | 0.5268 | 0.3133 | 0.7516 |
Largest Winning Trade | 21405 | 20822 | 21405 | 14536472 | 2202347 | 14536472 |
Largest Losing Trade | -1338808 | -62287 | -1338808 | -9536474 | -9536474 | -2746353 |
Avg Bars in Trades | 78 | 87 | 69 | 78 | 87 | 69 |
Avg Bars in Winners | 21 | 17 | 24 | 29 | 20 | 36 |
Avg Bars in Losers | 229 | 228 | 231 | 170 | 176 | 161 |
Bars Traded | 12911 | 7135 | 5776 | 12911 | 7135 | 5776 |
Profit Streak | 14.1337 | 14.1337 | 56.6337 | 14.1337 | 14.1337 | 56.6337 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575472 | -582150 | -575700 | -576415 | -583692 | 496783 |
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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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