Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1297954.2269 | -29650.3333 | -1268303.8936 | -750735.4912 | -5674524.8265 | 4923789.3354 |
Total P&L (%) | -1297.9542 | -29.6503 | -1268.3039 | -750.7355 | -5674.5248 | 4923.7893 |
Avg Daily Profit (%) | -0.7154 | -0.0163 | -0.699 | 0 | 0 | 0.2161 |
Buy And Hold Return (%) | 431.8152 | 431.8152 | 431.8152 | 431.8152 | 431.8152 | 431.8152 |
Max Trade Drawdown | -1354128 | -191825 | -1297219 | -16663140 | -11915956 | -5587652 |
Profit Factor | 0.3438 | 0.9209 | 0.2087 | 0.9767 | 0.6698 | 1.3287 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 131 | 65 | 66 | 86 | 39 | 47 |
Losing Trades | 45 | 23 | 22 | 90 | 49 | 41 |
Profitability (%) | 74.4318 | 73.8636 | 75 | 48.8636 | 44.3182 | 53.4091 |
Ratio Avg Win / Avg Loss | 0.1181 | 0.3259 | 0.0696 | 1.0221 | 0.8415 | 1.1591 |
Largest Winning Trade | 35505 | 35505 | 16906 | 10462096 | 1648497 | 10462096 |
Largest Losing Trade | -658143 | -74751 | -658143 | -10163534 | -10163534 | -4308606 |
Avg Bars in Trades | 30 | 31 | 28 | 30 | 31 | 28 |
Avg Bars in Winners | 11 | 11 | 12 | 28 | 30 | 26 |
Avg Bars in Losers | 83 | 89 | 76 | 31 | 32 | 30 |
Bars Traded | 5285 | 2795 | 2490 | 5285 | 2795 | 2490 |
Profit Streak | 21.8016 | 62.4683 | 21.8016 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575134 | -576223 | -576253 | -578631 | -583306 | 318072 |
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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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