Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1174911.297 | -45656.4007 | -1129254.8963 | -282620.7847 | -4097028.6407 | 3814407.856 |
Total P&L (%) | -1174.9113 | -45.6564 | -1129.2549 | -282.6208 | -4097.0286 | 3814.4079 |
Avg Daily Profit (%) | -0.644 | -0.025 | -0.6189 | 0 | 0 | 0.2012 |
Buy And Hold Return (%) | 888.1029 | 888.1029 | 888.1029 | 888.1029 | 888.1029 | 888.1029 |
Max Trade Drawdown | -1280407 | -242030 | -1173620 | -13020702 | -10472352 | -2901874 |
Profit Factor | 0.3738 | 0.8918 | 0.2236 | 0.9863 | 0.6859 | 1.505 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 118 | 58 | 60 | 89 | 39 | 50 |
Losing Trades | 54 | 28 | 26 | 83 | 47 | 36 |
Profitability (%) | 68.6047 | 67.4419 | 69.7674 | 51.7442 | 45.3488 | 58.1395 |
Ratio Avg Win / Avg Loss | 0.1711 | 0.4305 | 0.0969 | 0.9198 | 0.8265 | 1.0836 |
Largest Winning Trade | 27203 | 27203 | 17439 | 3892139 | 1465459 | 3892139 |
Largest Losing Trade | -495378 | -73776 | -495378 | -8594748 | -8594748 | -1676006 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 6 | 6 | 6 | 18 | 21 | 16 |
Avg Bars in Losers | 51 | 56 | 45 | 22 | 23 | 21 |
Bars Traded | 3508 | 1932 | 1576 | 3508 | 1932 | 1576 |
Profit Streak | 14.3872 | 19.3872 | 0 | 0 | 0 | 21.3872 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576595 | -577727 | -577984 | -579373 | -582633 | 323424 |
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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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