Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1188967.1885 | -40482.8698 | -1148484.3187 | -575209.1065 | -4903674.2266 | 4328465.1201 |
Total P&L (%) | -1188.9672 | -40.4829 | -1148.4843 | -575.2091 | -4903.6742 | 4328.4651 |
Avg Daily Profit (%) | -0.6528 | -0.0222 | -0.6306 | 0 | 0 | 0.2084 |
Buy And Hold Return (%) | 760.5213 | 760.5213 | 760.5213 | 760.5213 | 760.5213 | 760.5213 |
Max Trade Drawdown | -1247831 | -195655 | -1177624 | -15542139 | -11830459 | -4153947 |
Profit Factor | 0.3374 | 0.8858 | 0.2023 | 0.9748 | 0.6579 | 1.5119 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 131 | 64 | 67 | 88 | 43 | 45 |
Losing Trades | 35 | 19 | 16 | 78 | 40 | 38 |
Profitability (%) | 78.9157 | 77.1084 | 80.7229 | 53.012 | 51.8072 | 54.2169 |
Ratio Avg Win / Avg Loss | 0.0901 | 0.263 | 0.0483 | 0.864 | 0.612 | 1.2767 |
Largest Winning Trade | 25795 | 25795 | 14769 | 4472928 | 1332646 | 4472928 |
Largest Losing Trade | -577025 | -74940 | -577025 | -10053957 | -10053957 | -2959789 |
Avg Bars in Trades | 42 | 45 | 38 | 42 | 45 | 38 |
Avg Bars in Winners | 13 | 11 | 15 | 37 | 37 | 38 |
Avg Bars in Losers | 148 | 161 | 133 | 47 | 55 | 38 |
Bars Traded | 6987 | 3815 | 3172 | 6987 | 3815 | 3172 |
Profit Streak | 29.2691 | 69.5191 | 29.2691 | 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 | -574551 | -575887 | -575407 | -579517 | -580875 | 317879 |
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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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