Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1815373.7758 | -62473.0353 | -1752900.7405 | 4797.4074 | -11723934.7249 | 11728732.1323 |
Total P&L (%) | -1815.3738 | -62.473 | -1752.9007 | 4.7974 | -11723.9347 | 11728.7321 |
Avg Daily Profit (%) | -0.8029 | -0.0276 | -0.7753 | 0.0021 | 0 | 0.2113 |
Buy And Hold Return (%) | 325.1613 | 325.1613 | 325.1613 | 325.1613 | 325.1613 | 325.1613 |
Max Trade Drawdown | -1875455 | -160306 | -1817036 | -17278573 | -16004612 | -6219588 |
Profit Factor | 0.2925 | 0.8534 | 0.1807 | 1.0001 | 0.5871 | 1.6194 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 160 | 79 | 81 | 150 | 73 | 77 |
Losing Trades | 47 | 24 | 23 | 57 | 30 | 27 |
Profitability (%) | 77.2947 | 76.699 | 77.8846 | 72.4638 | 70.8738 | 74.0385 |
Ratio Avg Win / Avg Loss | 0.0859 | 0.2593 | 0.0513 | 0.38 | 0.2413 | 0.5678 |
Largest Winning Trade | 29747 | 29747 | 21045 | 11733960 | 1319878 | 11733960 |
Largest Losing Trade | -1210395 | -58178 | -1210395 | -9649385 | -9649385 | -4737265 |
Avg Bars in Trades | 62 | 71 | 53 | 62 | 71 | 53 |
Avg Bars in Winners | 18 | 22 | 15 | 22 | 22 | 21 |
Avg Bars in Losers | 209 | 232 | 185 | 167 | 190 | 141 |
Bars Traded | 12885 | 7369 | 5516 | 12885 | 7369 | 5516 |
Profit Streak | 20.6244 | 20.6244 | 62.7911 | 20.6244 | 20.6244 | 62.7911 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574521 | -575850 | -575550 | -572272 | -576605 | 473451 |
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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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