Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1809358.7711 | -157456.1246 | -1651902.6466 | -74689.1549 | -4655123.6566 | 4580434.5017 |
Total P&L (%) | -1809.3588 | -157.4561 | -1651.9026 | -74.6892 | -4655.1237 | 4580.4345 |
Avg Daily Profit (%) | -0.9643 | -0.0839 | -0.8804 | -0.0732 | 0 | 0.2052 |
Buy And Hold Return (%) | 241.7434 | 241.7434 | 241.7434 | 241.7434 | 241.7434 | 241.7434 |
Max Trade Drawdown | -1881877 | -221031 | -1688399 | -6927619 | -6547072 | -2380848 |
Profit Factor | 0.2155 | 0.5909 | 0.1403 | 0.9945 | 0.4792 | 1.9666 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 125 | 58 | 67 | 113 | 51 | 62 |
Losing Trades | 40 | 24 | 16 | 52 | 31 | 21 |
Profitability (%) | 75.7576 | 70.7317 | 80.7229 | 68.4848 | 62.1951 | 74.6988 |
Ratio Avg Win / Avg Loss | 0.069 | 0.2445 | 0.0335 | 0.4577 | 0.2913 | 0.6661 |
Largest Winning Trade | 18187 | 18187 | 15246 | 4504366 | 821024 | 4504366 |
Largest Losing Trade | -1290358 | -58910 | -1290358 | -4092118 | -4092118 | -1929016 |
Avg Bars in Trades | 33 | 38 | 28 | 33 | 38 | 28 |
Avg Bars in Winners | 11 | 11 | 12 | 16 | 16 | 16 |
Avg Bars in Losers | 100 | 103 | 94 | 68 | 73 | 61 |
Bars Traded | 5456 | 3123 | 2332 | 5456 | 3123 | 2332 |
Profit Streak | 45.4067 | 84.74 | 45.4067 | 45.4067 | 84.74 | 45.4067 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575003 | -580683 | -575175 | -575945 | -581789 | 499850 |
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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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