Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1644977.7875 | 26468.5671 | -1671446.3546 | 1080873.8518 | -21432318.2885 | 22513192.1403 |
Total P&L (%) | -1644.9778 | 26.4686 | -1671.4464 | 1080.8739 | -21432.3183 | 22513.1921 |
Avg Daily Profit (%) | -0.728 | 0.0117 | -0.7397 | 0.1093 | 0 | 0.2402 |
Buy And Hold Return (%) | 347.1249 | 347.1249 | 347.1249 | 347.1249 | 347.1249 | 347.1249 |
Max Trade Drawdown | -1728762 | -99020 | -1750278 | -33767974 | -28353291 | -20260974 |
Profit Factor | 0.3036 | 1.083 | 0.1819 | 1.0129 | 0.5932 | 1.7244 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 172 | 83 | 89 | 154 | 73 | 81 |
Losing Trades | 39 | 22 | 17 | 57 | 32 | 25 |
Profitability (%) | 81.5166 | 79.0476 | 83.9623 | 72.9858 | 69.5238 | 76.4151 |
Ratio Avg Win / Avg Loss | 0.0688 | 0.2871 | 0.0347 | 0.3749 | 0.26 | 0.5322 |
Largest Winning Trade | 19531 | 19531 | 16369 | 16780576 | 2213300 | 16780576 |
Largest Losing Trade | -1287337 | -57494 | -1287337 | -19925745 | -19925745 | -13154303 |
Avg Bars in Trades | 38 | 45 | 32 | 38 | 45 | 32 |
Avg Bars in Winners | 12 | 15 | 10 | 16 | 17 | 15 |
Avg Bars in Losers | 154 | 158 | 149 | 99 | 108 | 89 |
Bars Traded | 8213 | 4738 | 3474 | 8213 | 4738 | 3474 |
Profit Streak | 16.1266 | 16.1266 | 61.1266 | 16.1266 | 16.1266 | 61.1266 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574154 | -469534 | -574934 | -252064 | -577666 | 499163 |
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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) |
---|