Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1169678.8683 | 23080.5332 | -1192759.4014 | -2068190.7054 | -11139557.8153 | 9071367.1098 |
Total P&L (%) | -1169.6789 | 23.0805 | -1192.7594 | -2068.1907 | -11139.5578 | 9071.3671 |
Avg Daily Profit (%) | -0.6436 | 0.0127 | -0.6563 | 0 | 0 | 0.249 |
Buy And Hold Return (%) | 634.6732 | 634.6732 | 634.6732 | 634.6732 | 634.6732 | 634.6732 |
Max Trade Drawdown | -1285136 | -188001 | -1265576 | -28095775 | -21277532 | -7759636 |
Profit Factor | 0.448 | 1.0536 | 0.2935 | 0.9644 | 0.6595 | 1.3577 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 224 | 109 | 115 | 153 | 75 | 78 |
Losing Trades | 111 | 59 | 52 | 182 | 93 | 89 |
Profitability (%) | 66.8657 | 64.881 | 68.8623 | 45.6716 | 44.6429 | 46.7066 |
Ratio Avg Win / Avg Loss | 0.222 | 0.5703 | 0.1327 | 1.1472 | 0.8177 | 1.5492 |
Largest Winning Trade | 33366 | 24357 | 33366 | 15497170 | 2717219 | 15497170 |
Largest Losing Trade | -656782 | -77205 | -656782 | -18036795 | -18036795 | -4740416 |
Avg Bars in Trades | 32 | 33 | 30 | 32 | 33 | 30 |
Avg Bars in Winners | 14 | 15 | 13 | 31 | 30 | 33 |
Avg Bars in Losers | 66 | 66 | 66 | 32 | 36 | 27 |
Bars Traded | 10729 | 5666 | 5063 | 10729 | 5666 | 5063 |
Profit Streak | 5.8271 | 27.8271 | 0 | 0 | 0 | 7.9937 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576139 | -501080 | -578013 | -579042 | -582536 | 349811 |
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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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