Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1149006.0755 | 124068.0348 | -1273074.1102 | 208730.2005 | -5106037.0991 | 5314767.2996 |
Total P&L (%) | -1149.0061 | 124.068 | -1273.0741 | 208.7302 | -5106.0371 | 5314.7673 |
Avg Daily Profit (%) | -0.5853 | 0.0632 | -0.6485 | 0.0574 | 0 | 0.2036 |
Buy And Hold Return (%) | 1468.4167 | 1468.4167 | 1468.4167 | 1468.4167 | 1468.4167 | 1468.4167 |
Max Trade Drawdown | -1326513 | -139070 | -1401846 | -10182041 | -8045136 | -3709009 |
Profit Factor | 0.4625 | 1.2968 | 0.2598 | 1.0082 | 0.6591 | 1.5131 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 171 | 86 | 85 | 157 | 79 | 78 |
Losing Trades | 57 | 28 | 29 | 71 | 35 | 36 |
Profitability (%) | 75 | 75.4386 | 74.5614 | 68.8596 | 69.2982 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.1542 | 0.4222 | 0.0886 | 0.456 | 0.292 | 0.6984 |
Largest Winning Trade | 34004 | 34004 | 16431 | 7432945 | 1524287 | 7432945 |
Largest Losing Trade | -1012409 | -64029 | -1012409 | -6641647 | -6641647 | -2595726 |
Avg Bars in Trades | 50 | 58 | 42 | 50 | 58 | 42 |
Avg Bars in Winners | 18 | 21 | 15 | 19 | 21 | 17 |
Avg Bars in Losers | 147 | 171 | 124 | 118 | 140 | 97 |
Bars Traded | 11517 | 6621 | 4896 | 11517 | 6621 | 4896 |
Profit Streak | 401.9941 | 0 | 558.8274 | 401.9941 | 0 | 558.8274 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575758 | -272591 | -576165 | -490899 | -578527 | 315570 |
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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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