Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1224360.4987 | -11847.1808 | -1212513.3179 | -1620073.8346 | -8758097.2046 | 7138023.37 |
Total P&L (%) | -1224.3605 | -11.8472 | -1212.5133 | -1620.0738 | -8758.0972 | 7138.0234 |
Avg Daily Profit (%) | -0.6709 | -0.0065 | -0.6645 | 0 | 0 | 0.2349 |
Buy And Hold Return (%) | 658.0208 | 658.0208 | 658.0208 | 658.0208 | 658.0208 | 658.0208 |
Max Trade Drawdown | -1312885 | -188537 | -1272489 | -24457444 | -18877618 | -5742710 |
Profit Factor | 0.3513 | 0.9635 | 0.2242 | 0.9543 | 0.5984 | 1.5245 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 131 | 67 | 64 | 78 | 38 | 40 |
Losing Trades | 36 | 17 | 19 | 89 | 46 | 43 |
Profitability (%) | 78.4431 | 79.7619 | 77.1084 | 46.7066 | 45.2381 | 48.1928 |
Ratio Avg Win / Avg Loss | 0.0965 | 0.2445 | 0.0666 | 1.0888 | 0.7243 | 1.6389 |
Largest Winning Trade | 27041 | 27041 | 26428 | 7814374 | 1897322 | 7814374 |
Largest Losing Trade | -652862 | -74398 | -652862 | -16382679 | -16382679 | -3474232 |
Avg Bars in Trades | 63 | 66 | 59 | 63 | 66 | 59 |
Avg Bars in Winners | 25 | 28 | 22 | 66 | 68 | 65 |
Avg Bars in Losers | 200 | 217 | 185 | 60 | 65 | 54 |
Bars Traded | 10574 | 5619 | 4954 | 10574 | 5619 | 4954 |
Profit Streak | 40.0516 | 72.8849 | 40.0516 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574619 | -575546 | -575890 | -579517 | -582959 | 355267 |
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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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