Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1717004.6179 | -52272.9292 | -1664731.6887 | -14716.5059 | -12845513.4749 | 12830796.969 |
Total P&L (%) | -1717.0046 | -52.2729 | -1664.7317 | -14.7165 | -12845.5135 | 12830.797 |
Avg Daily Profit (%) | -0.7613 | -0.0232 | -0.7382 | -0.0071 | 0 | 0.2158 |
Buy And Hold Return (%) | 371.7172 | 371.7172 | 371.7172 | 371.7172 | 371.7172 | 371.7172 |
Max Trade Drawdown | -1750256 | -178497 | -1686918 | -17991702 | -13767923 | -5277244 |
Profit Factor | 0.2595 | 0.8558 | 0.149 | 0.9996 | 0.4353 | 2.0472 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 131 | 66 | 65 | 121 | 59 | 62 |
Losing Trades | 34 | 16 | 18 | 44 | 23 | 21 |
Profitability (%) | 79.3939 | 80.4878 | 78.3133 | 73.3333 | 71.9512 | 74.6988 |
Ratio Avg Win / Avg Loss | 0.0673 | 0.2075 | 0.0413 | 0.3635 | 0.1697 | 0.6934 |
Largest Winning Trade | 42682 | 42682 | 26403 | 16109214 | 1534649 | 16109214 |
Largest Losing Trade | -1128227 | -58796 | -1128227 | -6878960 | -6878960 | -3510134 |
Avg Bars in Trades | 49 | 59 | 38 | 49 | 59 | 38 |
Avg Bars in Winners | 16 | 19 | 12 | 18 | 17 | 19 |
Avg Bars in Losers | 175 | 222 | 133 | 133 | 167 | 96 |
Bars Traded | 8086 | 4872 | 3214 | 8086 | 4872 | 3214 |
Profit Streak | 75.7337 | 75.7337 | 274.9837 | 75.7337 | 75.7337 | 274.9837 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574259 | -579650 | -575702 | -575322 | -580740 | 500175 |
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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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