Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1252696.6544 | -47213.7402 | -1205482.9142 | -626555.6056 | -3758357.1269 | 3131801.5213 |
Total P&L (%) | -1252.6967 | -47.2137 | -1205.4829 | -626.5556 | -3758.3571 | 3131.8015 |
Avg Daily Profit (%) | -0.6914 | -0.0261 | -0.6654 | 0 | 0 | 0.192 |
Buy And Hold Return (%) | 469.8895 | 469.8895 | 469.8895 | 469.8895 | 469.8895 | 469.8895 |
Max Trade Drawdown | -1336070 | -192525 | -1264243 | -11902665 | -8607381 | -3541223 |
Profit Factor | 0.3469 | 0.8772 | 0.214 | 0.9706 | 0.6794 | 1.3265 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 166 | 82 | 84 | 107 | 49 | 58 |
Losing Trades | 45 | 24 | 21 | 104 | 57 | 47 |
Profitability (%) | 78.673 | 77.3585 | 80 | 50.7109 | 46.2264 | 55.2381 |
Ratio Avg Win / Avg Loss | 0.094 | 0.2567 | 0.0535 | 0.9434 | 0.7903 | 1.0749 |
Largest Winning Trade | 33799 | 33799 | 11482 | 6111231 | 1242594 | 6111231 |
Largest Losing Trade | -612276 | -74612 | -612276 | -7245073 | -7245073 | -2662756 |
Avg Bars in Trades | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Winners | 10 | 10 | 11 | 29 | 33 | 26 |
Avg Bars in Losers | 117 | 126 | 106 | 37 | 39 | 35 |
Bars Traded | 7085 | 3892 | 3193 | 7085 | 3892 | 3193 |
Profit Streak | 27.2067 | 60.2067 | 27.2067 | 0 | 0 | 0 |
Trades During Streak | 11 | 8 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574241 | -575610 | -575346 | -579581 | -582517 | 302274 |
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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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