Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2565551.8734 | -62926.7848 | -2502625.0887 | 3496774.7848 | -7423914.2301 | 10920689.0148 |
Total P&L (%) | -2565.5519 | -62.9268 | -2502.6251 | 3496.7748 | -7423.9142 | 10920.689 |
Avg Daily Profit (%) | -1.4357 | -0.0352 | -1.4005 | 0.2007 | 0 | 0.2635 |
Buy And Hold Return (%) | 243.6113 | 243.6113 | 243.6113 | 243.6113 | 243.6113 | 243.6113 |
Max Trade Drawdown | -2776334 | -91998 | -2757275 | -29422088 | -9403184 | -23590873 |
Profit Factor | 0.2018 | 0.7187 | 0.1632 | 1.049 | 0.6397 | 1.215 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 123 | 55 | 68 | 125 | 57 | 68 |
Losing Trades | 47 | 30 | 17 | 45 | 28 | 17 |
Profitability (%) | 72.3529 | 64.7059 | 80 | 73.5294 | 67.0588 | 80 |
Ratio Avg Win / Avg Loss | 0.0771 | 0.392 | 0.0408 | 0.3776 | 0.3142 | 0.3038 |
Largest Winning Trade | 33380 | 11334 | 33380 | 22937633 | 1241781 | 22937633 |
Largest Losing Trade | -1515773 | -22325 | -1515773 | -17852259 | -3331290 | -17852259 |
Avg Bars in Trades | 30 | 9 | 51 | 30 | 9 | 51 |
Avg Bars in Winners | 16 | 3 | 27 | 18 | 3 | 30 |
Avg Bars in Losers | 65 | 20 | 146 | 63 | 20 | 135 |
Bars Traded | 5152 | 769 | 4383 | 5152 | 769 | 4383 |
Profit Streak | 99.0977 | 99.0977 | 102.7644 | 99.0977 | 99.0977 | 102.7644 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575393 | -577246 | -575426 | -154739 | -576941 | 425855 |
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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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