Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -893593.1194 | 208007.3668 | -1101600.4862 | 623546.8263 | -1924967.6607 | 2548514.487 |
Total P&L (%) | -893.5931 | 208.0074 | -1101.6005 | 623.5468 | -1924.9677 | 2548.5145 |
Avg Daily Profit (%) | -0.4894 | 0.1139 | -0.6033 | 0.1084 | 0 | 0.1796 |
Buy And Hold Return (%) | 652.1287 | 652.1287 | 652.1287 | 652.1287 | 652.1287 | 652.1287 |
Max Trade Drawdown | -1198955 | -159369 | -1166265 | -9794155 | -8812469 | -3377803 |
Profit Factor | 0.5092 | 1.5163 | 0.2231 | 1.0284 | 0.8473 | 1.2718 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 185 | 92 | 93 | 167 | 83 | 84 |
Losing Trades | 45 | 23 | 22 | 63 | 32 | 31 |
Profitability (%) | 80.4348 | 80 | 80.8696 | 72.6087 | 72.1739 | 73.0435 |
Ratio Avg Win / Avg Loss | 0.1239 | 0.3791 | 0.0528 | 0.3879 | 0.3267 | 0.4694 |
Largest Winning Trade | 272076 | 272076 | 23496 | 5473334 | 1813148 | 5473334 |
Largest Losing Trade | -796453 | -75308 | -796453 | -7657620 | -7657620 | -3377803 |
Avg Bars in Trades | 46 | 56 | 35 | 46 | 56 | 35 |
Avg Bars in Winners | 16 | 19 | 12 | 20 | 23 | 17 |
Avg Bars in Losers | 170 | 207 | 130 | 114 | 143 | 84 |
Bars Traded | 10634 | 6553 | 4081 | 10634 | 6553 | 4081 |
Profit Streak | 22.7147 | 22.7147 | 41.2147 | 22.7147 | 22.7147 | 41.2147 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574134 | -202001 | -575178 | -398930 | -576834 | 303037 |
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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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