Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1864047.4474 | -50809.1645 | -1813238.2829 | 2590498.559 | -5889294.2597 | 8479792.8187 |
Total P&L (%) | -1864.0474 | -50.8092 | -1813.2383 | 2590.4986 | -5889.2943 | 8479.7928 |
Avg Daily Profit (%) | -1.0408 | -0.0284 | -1.0124 | 0.184 | 0 | 0.2489 |
Buy And Hold Return (%) | 241.7495 | 241.7495 | 241.7495 | 241.7495 | 241.7495 | 241.7495 |
Max Trade Drawdown | -1988786 | -112437 | -1253702 | -10159413 | -6794626 | -9798828 |
Profit Factor | 0.2903 | 0.8371 | 0.2166 | 1.0631 | 0.6346 | 1.3396 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 92 | 37 | 55 | 94 | 39 | 55 |
Losing Trades | 86 | 52 | 34 | 84 | 50 | 34 |
Profitability (%) | 51.6854 | 41.573 | 61.7978 | 52.809 | 43.8202 | 61.7978 |
Ratio Avg Win / Avg Loss | 0.2714 | 1.1765 | 0.1339 | 0.95 | 0.8136 | 0.8281 |
Largest Winning Trade | 42641 | 42641 | 23623 | 11054784 | 1587880 | 11054784 |
Largest Losing Trade | -1192664 | -46542 | -1192664 | -9460852 | -3889699 | -9460852 |
Avg Bars in Trades | 28 | 19 | 38 | 28 | 19 | 38 |
Avg Bars in Winners | 23 | 16 | 28 | 26 | 16 | 33 |
Avg Bars in Losers | 34 | 21 | 53 | 31 | 22 | 46 |
Bars Traded | 5148 | 1748 | 3400 | 5148 | 1748 | 3400 |
Profit Streak | 28.8681 | 0 | 30.2015 | 28.8681 | 0 | 30.2015 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578809 | -582427 | -578747 | -142823 | -583219 | 329245 |
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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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