Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1013871.6183 | 58066.3238 | -1071937.9422 | 640059.2171 | 4974656.7928 | -4334597.5757 |
Total P&L (%) | -1013.8716 | 58.0663 | -1071.9379 | 640.0592 | 4974.6568 | -4334.5976 |
Avg Daily Profit (%) | -0.4869 | 0.0279 | -0.5147 | 0.0962 | 0.1887 | 0 |
Buy And Hold Return (%) | 942.4327 | 942.4327 | 942.4327 | 942.4327 | 942.4327 | 942.4327 |
Max Trade Drawdown | -1314961 | -137243 | -1213037 | -10845347 | -1756976 | -10633554 |
Profit Factor | 0.4259 | 1.1989 | 0.2727 | 1.0326 | 2.1326 | 0.7152 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 137 | 67 | 70 | 103 | 55 | 48 |
Losing Trades | 48 | 26 | 22 | 82 | 38 | 44 |
Profitability (%) | 74.0541 | 72.043 | 76.087 | 55.6757 | 59.1398 | 52.1739 |
Ratio Avg Win / Avg Loss | 0.1492 | 0.4652 | 0.0857 | 0.8221 | 1.4734 | 0.6556 |
Largest Winning Trade | 49335 | 49335 | 30827 | 5889035 | 4303761 | 5889035 |
Largest Losing Trade | -744755 | -67116 | -744755 | -7325647 | -810718 | -7325647 |
Avg Bars in Trades | 131 | 140 | 122 | 131 | 140 | 122 |
Avg Bars in Winners | 57 | 59 | 54 | 128 | 140 | 114 |
Avg Bars in Losers | 342 | 346 | 337 | 134 | 139 | 130 |
Bars Traded | 24284 | 13023 | 11262 | 24284 | 13023 | 11262 |
Profit Streak | 14.8292 | 14.8292 | 52.4126 | 14.8292 | 14.8292 | 52.4126 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575142 | -320948 | -575852 | -412992 | 420874 | -579229 |
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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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