Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1666654.6747 | -125632.8141 | -1541021.8606 | -27851.9133 | -5946156.0267 | 5918304.1134 |
Total P&L (%) | -1666.6547 | -125.6328 | -1541.0219 | -27.8519 | -5946.156 | 5918.3041 |
Avg Daily Profit (%) | -0.8876 | -0.0669 | -0.8207 | -0.0174 | 0 | 0.2185 |
Buy And Hold Return (%) | 265.9526 | 265.9526 | 265.9526 | 265.9526 | 265.9526 | 265.9526 |
Max Trade Drawdown | -1758881 | -198422 | -1607623 | -7315452 | -6994568 | -2507575 |
Profit Factor | 0.2345 | 0.6575 | 0.1488 | 0.9981 | 0.3734 | 2.2166 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 144 | 69 | 75 | 122 | 58 | 64 |
Losing Trades | 47 | 26 | 21 | 69 | 37 | 32 |
Profitability (%) | 75.3927 | 72.6316 | 78.125 | 63.8743 | 61.0526 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.0765 | 0.2478 | 0.0417 | 0.5645 | 0.2382 | 1.1083 |
Largest Winning Trade | 14315 | 14315 | 10705 | 7014621 | 692394 | 7014621 |
Largest Losing Trade | -1257186 | -61732 | -1257186 | -4475761 | -4475761 | -2071432 |
Avg Bars in Trades | 28 | 34 | 22 | 28 | 34 | 22 |
Avg Bars in Winners | 8 | 8 | 8 | 12 | 12 | 12 |
Avg Bars in Losers | 90 | 104 | 73 | 57 | 70 | 42 |
Bars Traded | 5456 | 3307 | 2149 | 5456 | 3307 | 2149 |
Profit Streak | 58.51 | 79.51 | 58.51 | 58.51 | 79.51 | 58.51 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574470 | -576311 | -575281 | -575963 | -578090 | 551291 |
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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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