Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2772035.4737 | -198786.4637 | -2573249.01 | 34424.2189 | -5781520.2962 | 5815944.5152 |
Total P&L (%) | -2772.0355 | -198.7865 | -2573.249 | 34.4242 | -5781.5203 | 5815.9445 |
Avg Daily Profit (%) | -1.5414 | -0.1105 | -1.4308 | 0.0165 | 0 | 0.2271 |
Buy And Hold Return (%) | 517.2696 | 517.2696 | 517.2696 | 517.2696 | 517.2696 | 517.2696 |
Max Trade Drawdown | -2866538 | -310966 | -2628735 | -25173105 | -10241943 | -19261833 |
Profit Factor | 0.1858 | 0.6132 | 0.1098 | 1.0009 | 0.5765 | 1.2433 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 102 | 49 | 53 | 96 | 44 | 52 |
Losing Trades | 64 | 34 | 30 | 70 | 39 | 31 |
Profitability (%) | 61.4458 | 59.0361 | 63.8554 | 57.8313 | 53.012 | 62.6506 |
Ratio Avg Win / Avg Loss | 0.1166 | 0.4255 | 0.0621 | 0.7298 | 0.511 | 0.7412 |
Largest Winning Trade | 23403 | 21887 | 23403 | 21746075 | 1819043 | 21746075 |
Largest Losing Trade | -1745695 | -52869 | -1745695 | -19261833 | -3468758 | -19261833 |
Avg Bars in Trades | 126 | 139 | 114 | 126 | 139 | 114 |
Avg Bars in Winners | 54 | 51 | 56 | 66 | 58 | 72 |
Avg Bars in Losers | 241 | 264 | 216 | 209 | 230 | 183 |
Bars Traded | 21032 | 11549 | 9482 | 21032 | 11549 | 9482 |
Profit Streak | 48.9862 | 48.9862 | 70.4862 | 48.9862 | 48.9862 | 70.4862 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576822 | -578243 | -577504 | -554347 | -579302 | 340475 |
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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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