Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -916094.3299 | 193212.561 | -1109306.8909 | 316078.4851 | -3430144.9047 | 3746223.3898 |
Total P&L (%) | -916.0943 | 193.2126 | -1109.3069 | 316.0785 | -3430.1449 | 3746.2234 |
Avg Daily Profit (%) | -0.5015 | 0.1058 | -0.6073 | 0.0781 | 0 | 0.2 |
Buy And Hold Return (%) | 668.6365 | 668.6365 | 668.6365 | 668.6365 | 668.6365 | 668.6365 |
Max Trade Drawdown | -1170054 | -171054 | -1160597 | -13357101 | -11886921 | -3336487 |
Profit Factor | 0.4972 | 1.4805 | 0.2188 | 1.0125 | 0.7791 | 1.3876 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 182 | 89 | 93 | 166 | 81 | 85 |
Losing Trades | 48 | 26 | 22 | 64 | 34 | 30 |
Profitability (%) | 79.1304 | 77.3913 | 80.8696 | 72.1739 | 70.4348 | 73.913 |
Ratio Avg Win / Avg Loss | 0.1311 | 0.4325 | 0.0518 | 0.3904 | 0.327 | 0.4897 |
Largest Winning Trade | 273526 | 273526 | 23496 | 5632316 | 1952865 | 5632316 |
Largest Losing Trade | -796453 | -75739 | -796453 | -10327276 | -10327276 | -3336487 |
Avg Bars in Trades | 46 | 57 | 35 | 46 | 57 | 35 |
Avg Bars in Winners | 14 | 16 | 12 | 18 | 20 | 17 |
Avg Bars in Losers | 165 | 195 | 130 | 117 | 144 | 86 |
Bars Traded | 10621 | 6569 | 4052 | 10621 | 6569 | 4052 |
Profit Streak | 22.0606 | 22.0606 | 39.7273 | 22.0606 | 22.0606 | 39.7273 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574752 | -213904 | -575207 | -457747 | -577550 | 387182 |
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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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