Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -636117.709 | 104430.3545 | -740548.0635 | 3489966.5667 | -10412362.1657 | 13902328.7324 |
Total P&L (%) | -636.1177 | 104.4304 | -740.5481 | 3489.9666 | -10412.3622 | 13902.3287 |
Avg Daily Profit (%) | -0.3388 | 0.0556 | -0.3944 | 0.1909 | 0 | 0.2635 |
Buy And Hold Return (%) | 296.3482 | 296.3482 | 296.3482 | 296.3482 | 296.3482 | 296.3482 |
Max Trade Drawdown | -817503 | -87072 | -850333 | -8365594 | -11299284 | -4746776 |
Profit Factor | 0.4649 | 1.5418 | 0.2565 | 1.1536 | 0.3292 | 2.9297 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 146 | 74 | 72 | 110 | 56 | 54 |
Losing Trades | 21 | 9 | 12 | 57 | 27 | 30 |
Profitability (%) | 87.4252 | 89.1566 | 85.7143 | 65.8683 | 67.4699 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.0669 | 0.1875 | 0.0427 | 0.5978 | 0.1587 | 1.6276 |
Largest Winning Trade | 23481 | 23481 | 13541 | 16580637 | 579431 | 16580637 |
Largest Losing Trade | -719931 | -76337 | -719931 | -7446754 | -7446754 | -1883669 |
Avg Bars in Trades | 31 | 38 | 25 | 31 | 38 | 25 |
Avg Bars in Winners | 8 | 7 | 9 | 13 | 10 | 16 |
Avg Bars in Losers | 194 | 289 | 123 | 67 | 95 | 42 |
Bars Traded | 5343 | 3183 | 2160 | 5343 | 3183 | 2160 |
Profit Streak | 77.8433 | 77.8433 | 134.1766 | 77.8433 | 77.8433 | 134.1766 |
Trades During Streak | 17 | 8 | 12 | 17 | 8 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573263 | -278206 | -574473 | -40638 | -576965 | 643931 |
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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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