Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1347471.6867 | -44892.8841 | -1302578.8026 | -394940.3947 | -6438809.7481 | 6043869.3534 |
Total P&L (%) | -1347.4717 | -44.8929 | -1302.5788 | -394.9404 | -6438.8097 | 6043.8694 |
Avg Daily Profit (%) | -0.7403 | -0.0247 | -0.7156 | 0 | 0 | 0.2265 |
Buy And Hold Return (%) | 614.1487 | 614.1487 | 614.1487 | 614.1487 | 614.1487 | 614.1487 |
Max Trade Drawdown | -1429146 | -217960 | -1342552 | -21461432 | -17427372 | -4071388 |
Profit Factor | 0.3265 | 0.8806 | 0.1982 | 0.9879 | 0.6843 | 1.4954 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 129 | 63 | 66 | 78 | 38 | 40 |
Losing Trades | 41 | 22 | 19 | 92 | 47 | 45 |
Profitability (%) | 75.8824 | 74.1176 | 77.6471 | 45.8824 | 44.7059 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.1038 | 0.3075 | 0.057 | 1.1652 | 0.8464 | 1.6823 |
Largest Winning Trade | 21931 | 21931 | 17137 | 6781994 | 2055007 | 6781994 |
Largest Losing Trade | -764635 | -75542 | -764635 | -14980362 | -14980362 | -3841693 |
Avg Bars in Trades | 62 | 71 | 53 | 62 | 71 | 53 |
Avg Bars in Winners | 20 | 21 | 19 | 62 | 72 | 54 |
Avg Bars in Losers | 194 | 217 | 168 | 62 | 71 | 52 |
Bars Traded | 10619 | 6109 | 4509 | 10619 | 6109 | 4509 |
Profit Streak | 14.2598 | 68.2598 | 0 | 0 | 0 | 17.5931 |
Trades During Streak | 1 | 6 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575938 | -576162 | -577243 | -579822 | -583163 | 351001 |
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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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