Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1074017.3876 | 82261.8712 | -1156279.2588 | 1575631.7657 | -5903162.5427 | 7478794.3084 |
Total P&L (%) | -1074.0174 | 82.2619 | -1156.2793 | 1575.6318 | -5903.1625 | 7478.7943 |
Avg Daily Profit (%) | -0.5679 | 0.0435 | -0.6114 | 0.1491 | 0 | 0.2291 |
Buy And Hold Return (%) | 166.129 | 166.129 | 166.129 | 166.129 | 166.129 | 166.129 |
Max Trade Drawdown | -1334180 | -67899 | -1363204 | -20998909 | -8229071 | -17649717 |
Profit Factor | 0.45 | 1.4283 | 0.3433 | 1.0384 | 0.6296 | 1.2979 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 192 | 88 | 104 | 186 | 86 | 100 |
Losing Trades | 48 | 32 | 16 | 54 | 34 | 20 |
Profitability (%) | 80 | 73.3333 | 86.6667 | 77.5 | 71.6667 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.1125 | 0.5194 | 0.0528 | 0.3015 | 0.2489 | 0.2596 |
Largest Winning Trade | 26644 | 14857 | 26644 | 5769420 | 898334 | 5769420 |
Largest Losing Trade | -1042599 | -27044 | -1042599 | -16127409 | -5751805 | -16127409 |
Avg Bars in Trades | 92 | 25 | 158 | 92 | 25 | 158 |
Avg Bars in Winners | 45 | 10 | 74 | 56 | 11 | 95 |
Avg Bars in Losers | 280 | 67 | 705 | 214 | 62 | 474 |
Bars Traded | 22132 | 3110 | 19022 | 22132 | 3110 | 19022 |
Profit Streak | 14.1767 | 14.1767 | 18.9267 | 14.1767 | 14.1767 | 18.9267 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574138 | -297451 | -574677 | -167172 | -577054 | 448828 |
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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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