Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1331119.2966 | -22614.1915 | -1308505.1051 | 823800.0628 | -13957285.6258 | 14781085.6886 |
Total P&L (%) | -1331.1193 | -22.6142 | -1308.5051 | 823.8001 | -13957.2856 | 14781.0857 |
Avg Daily Profit (%) | -0.709 | -0.012 | -0.697 | 0.1185 | 0 | 0.2668 |
Buy And Hold Return (%) | 256.0331 | 256.0331 | 256.0331 | 256.0331 | 256.0331 | 256.0331 |
Max Trade Drawdown | -1480850 | -164548 | -1398127 | -15952998 | -15068267 | -4725658 |
Profit Factor | 0.3018 | 0.9268 | 0.181 | 1.0275 | 0.3389 | 2.6758 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 154 | 75 | 79 | 128 | 63 | 65 |
Losing Trades | 29 | 16 | 13 | 55 | 28 | 27 |
Profitability (%) | 84.153 | 82.4176 | 85.8696 | 69.9454 | 69.2308 | 70.6522 |
Ratio Avg Win / Avg Loss | 0.0568 | 0.1977 | 0.0298 | 0.4415 | 0.1506 | 1.1115 |
Largest Winning Trade | 15010 | 14315 | 15010 | 16035421 | 1230170 | 16035421 |
Largest Losing Trade | -1161990 | -58786 | -1161990 | -9662769 | -9662769 | -2604804 |
Avg Bars in Trades | 29 | 35 | 22 | 29 | 35 | 22 |
Avg Bars in Winners | 7 | 7 | 7 | 12 | 11 | 13 |
Avg Bars in Losers | 143 | 166 | 115 | 68 | 89 | 46 |
Bars Traded | 5343 | 3237 | 2106 | 5343 | 3237 | 2106 |
Profit Streak | 58.1773 | 78.844 | 58.1773 | 58.1773 | 78.844 | 58.1773 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573196 | -575085 | -574454 | -223630 | -576716 | 617174 |
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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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