Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1329934.5762 | -25214.4864 | -1304720.0898 | 1687566.4189 | -2808144.5501 | 4495710.969 |
Total P&L (%) | -1329.9346 | -25.2145 | -1304.7201 | 1687.5664 | -2808.1446 | 4495.711 |
Avg Daily Profit (%) | -0.7404 | -0.014 | -0.7264 | 0.1607 | 0 | 0.2133 |
Buy And Hold Return (%) | 531.0778 | 531.0778 | 531.0778 | 531.0778 | 531.0778 | 531.0778 |
Max Trade Drawdown | -1591562 | -96624 | -1606536 | -5049314 | -2992301 | -3905693 |
Profit Factor | 0.353 | 0.8501 | 0.3087 | 1.1085 | 0.3668 | 1.4046 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 162 | 70 | 92 | 158 | 67 | 91 |
Losing Trades | 59 | 41 | 18 | 63 | 44 | 19 |
Profitability (%) | 73.3032 | 63.0631 | 83.6364 | 71.4932 | 60.3604 | 82.7273 |
Ratio Avg Win / Avg Loss | 0.1286 | 0.4979 | 0.0604 | 0.442 | 0.2409 | 0.2933 |
Largest Winning Trade | 44698 | 11110 | 44698 | 4961124 | 128998 | 4961124 |
Largest Losing Trade | -1488984 | -15850 | -1488984 | -3235835 | -565585 | -3235835 |
Avg Bars in Trades | 86 | 7 | 165 | 86 | 7 | 165 |
Avg Bars in Winners | 47 | 3 | 80 | 52 | 3 | 88 |
Avg Bars in Losers | 193 | 14 | 600 | 170 | 13 | 534 |
Bars Traded | 19085 | 861 | 18224 | 19085 | 861 | 18224 |
Profit Streak | 12.8981 | 12.8981 | 14.0648 | 12.8981 | 12.8981 | 14.0648 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575033 | -577984 | -575443 | -92540 | -578334 | 448341 |
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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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