Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -887013.2556 | 217856.5833 | -1104869.8389 | 925605.8338 | -3827891.3538 | 4753497.1876 |
Total P&L (%) | -887.0133 | 217.8566 | -1104.8698 | 925.6058 | -3827.8914 | 4753.4972 |
Avg Daily Profit (%) | -0.4876 | 0.1198 | -0.6073 | 0.128 | 0 | 0.2136 |
Buy And Hold Return (%) | 609.1216 | 609.1216 | 609.1216 | 609.1216 | 609.1216 | 609.1216 |
Max Trade Drawdown | -1218690 | -170388 | -1172471 | -14780179 | -13275655 | -4701685 |
Profit Factor | 0.5278 | 1.5157 | 0.2412 | 1.0289 | 0.7992 | 1.3667 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 204 | 100 | 104 | 184 | 92 | 92 |
Losing Trades | 48 | 26 | 22 | 68 | 34 | 34 |
Profitability (%) | 80.9524 | 79.3651 | 82.5397 | 73.0159 | 73.0159 | 73.0159 |
Ratio Avg Win / Avg Loss | 0.1242 | 0.3941 | 0.051 | 0.3802 | 0.2953 | 0.5051 |
Largest Winning Trade | 277460 | 277460 | 23496 | 7853443 | 1926109 | 7853443 |
Largest Losing Trade | -796453 | -74076 | -796453 | -11339948 | -11339948 | -4701685 |
Avg Bars in Trades | 42 | 51 | 32 | 42 | 51 | 32 |
Avg Bars in Winners | 15 | 18 | 13 | 19 | 21 | 17 |
Avg Bars in Losers | 155 | 182 | 124 | 103 | 134 | 73 |
Bars Traded | 10644 | 6536 | 4108 | 10644 | 6536 | 4108 |
Profit Streak | 34.8941 | 67.3941 | 34.8941 | 34.8941 | 67.3941 | 34.8941 |
Trades During Streak | 15 | 11 | 7 | 15 | 11 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573706 | -193640 | -574985 | -216079 | -576066 | 418293 |
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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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