Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1196276.4878 | -24155.3172 | -1172121.1707 | -904293.4316 | -8085098.5652 | 7180805.1336 |
Total P&L (%) | -1196.2765 | -24.1553 | -1172.1212 | -904.2934 | -8085.0986 | 7180.8051 |
Avg Daily Profit (%) | -0.6588 | -0.0133 | -0.6455 | 0 | 0 | 0.2364 |
Buy And Hold Return (%) | 729.0791 | 729.0791 | 729.0791 | 729.0791 | 729.0791 | 729.0791 |
Max Trade Drawdown | -1265092 | -201977 | -1207764 | -24549491 | -19335379 | -5507491 |
Profit Factor | 0.3489 | 0.9315 | 0.2106 | 0.9735 | 0.6417 | 1.6239 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 135 | 63 | 72 | 86 | 42 | 44 |
Losing Trades | 33 | 21 | 12 | 82 | 42 | 40 |
Profitability (%) | 80.3571 | 75 | 85.7143 | 51.1905 | 50 | 52.381 |
Ratio Avg Win / Avg Loss | 0.0853 | 0.3105 | 0.0351 | 0.9282 | 0.6417 | 1.4763 |
Largest Winning Trade | 32795 | 32795 | 14245 | 6114807 | 1957390 | 6114807 |
Largest Losing Trade | -642508 | -74652 | -642508 | -16213997 | -16213997 | -3471182 |
Avg Bars in Trades | 41 | 45 | 37 | 41 | 45 | 37 |
Avg Bars in Winners | 12 | 9 | 14 | 40 | 41 | 38 |
Avg Bars in Losers | 162 | 153 | 177 | 43 | 49 | 36 |
Bars Traded | 6983 | 3827 | 3156 | 6983 | 3827 | 3156 |
Profit Streak | 23.4342 | 63.9342 | 23.4342 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574017 | -576091 | -574878 | -579743 | -581107 | 370502 |
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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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