Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1328550.8081 | -12975.8905 | -1315574.9176 | 883841.7933 | -11647574.3339 | 12531416.1272 |
Total P&L (%) | -1328.5508 | -12.9759 | -1315.5749 | 883.8418 | -11647.5743 | 12531.4161 |
Avg Daily Profit (%) | -0.7084 | -0.0069 | -0.7015 | 0.122 | 0 | 0.2583 |
Buy And Hold Return (%) | 300.2697 | 300.2697 | 300.2697 | 300.2697 | 300.2697 | 300.2697 |
Max Trade Drawdown | -1521813 | -169593 | -1428566 | -12622558 | -12405321 | -4377668 |
Profit Factor | 0.31 | 0.9575 | 0.188 | 1.0347 | 0.3296 | 2.5421 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 137 | 67 | 70 | 111 | 54 | 57 |
Losing Trades | 28 | 15 | 13 | 54 | 28 | 26 |
Profitability (%) | 83.0303 | 81.7073 | 84.3373 | 67.2727 | 65.8537 | 68.6747 |
Ratio Avg Win / Avg Loss | 0.0633 | 0.2144 | 0.0349 | 0.5033 | 0.1709 | 1.1596 |
Largest Winning Trade | 21150 | 16620 | 21150 | 14413929 | 868705 | 14413929 |
Largest Losing Trade | -1185447 | -59480 | -1185447 | -7728474 | -7728474 | -2579055 |
Avg Bars in Trades | 44 | 53 | 34 | 44 | 53 | 34 |
Avg Bars in Winners | 13 | 13 | 13 | 21 | 19 | 22 |
Avg Bars in Losers | 193 | 233 | 146 | 91 | 120 | 60 |
Bars Traded | 7275 | 4408 | 2867 | 7275 | 4408 | 2867 |
Profit Streak | 57.9593 | 78.2093 | 57.9593 | 57.9593 | 78.2093 | 57.9593 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573676 | -579301 | -574904 | -212101 | -581301 | 585205 |
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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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