Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1348389.0663 | -78075.2896 | -1270313.7767 | -221939.773 | -3923190.6181 | 3701250.8451 |
Total P&L (%) | -1348.3891 | -78.0753 | -1270.3138 | -221.9398 | -3923.1906 | 3701.2508 |
Avg Daily Profit (%) | -0.7424 | -0.043 | -0.6994 | 0 | 0 | 0.2005 |
Buy And Hold Return (%) | 584.7209 | 584.7209 | 584.7209 | 584.7209 | 584.7209 | 584.7209 |
Max Trade Drawdown | -1411936 | -223029 | -1305229 | -12193349 | -9174896 | -3020631 |
Profit Factor | 0.3076 | 0.7932 | 0.1908 | 0.9881 | 0.6607 | 1.5273 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 133 | 64 | 69 | 94 | 45 | 49 |
Losing Trades | 34 | 20 | 14 | 73 | 39 | 34 |
Profitability (%) | 79.6407 | 76.1905 | 83.1325 | 56.2874 | 53.5714 | 59.0361 |
Ratio Avg Win / Avg Loss | 0.0786 | 0.2479 | 0.0387 | 0.7673 | 0.5726 | 1.0597 |
Largest Winning Trade | 38434 | 38434 | 23162 | 4828601 | 1472609 | 4828601 |
Largest Losing Trade | -639447 | -77308 | -639447 | -8216648 | -8216648 | -1289406 |
Avg Bars in Trades | 63 | 65 | 62 | 63 | 65 | 62 |
Avg Bars in Winners | 19 | 19 | 20 | 53 | 53 | 52 |
Avg Bars in Losers | 236 | 213 | 268 | 77 | 79 | 75 |
Bars Traded | 10663 | 5505 | 5158 | 10663 | 5505 | 5158 |
Profit Streak | 23.7453 | 64.412 | 23.7453 | 0 | 0 | 0 |
Trades During Streak | 11 | 6 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574062 | -575883 | -575091 | -579088 | -580644 | 366673 |
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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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