Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1309476.8518 | 211343.731 | -1520820.5828 | 377854.8004 | -4149149.0975 | 4527003.8979 |
Total P&L (%) | -1309.4769 | 211.3437 | -1520.8206 | 377.8548 | -4149.1491 | 4527.0039 |
Avg Daily Profit (%) | -0.6667 | 0.1076 | -0.7743 | 0.0797 | 0 | 0.1954 |
Buy And Hold Return (%) | 1306.2268 | 1306.2268 | 1306.2268 | 1306.2268 | 1306.2268 | 1306.2268 |
Max Trade Drawdown | -1541424 | -88638 | -1654137 | -9096205 | -4971499 | -5926340 |
Profit Factor | 0.4222 | 1.6235 | 0.211 | 1.0161 | 0.644 | 1.3829 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 125 | 61 | 64 | 121 | 57 | 64 |
Losing Trades | 43 | 23 | 20 | 47 | 27 | 20 |
Profitability (%) | 74.4048 | 72.619 | 76.1905 | 72.0238 | 67.8571 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.1452 | 0.6121 | 0.0659 | 0.3947 | 0.305 | 0.4322 |
Largest Winning Trade | 82265 | 82265 | 25322 | 10240041 | 1342379 | 10240041 |
Largest Losing Trade | -1477751 | -62732 | -1477751 | -4476625 | -4190687 | -4476625 |
Avg Bars in Trades | 33 | 36 | 31 | 33 | 36 | 31 |
Avg Bars in Winners | 12 | 12 | 12 | 14 | 13 | 15 |
Avg Bars in Losers | 95 | 98 | 93 | 84 | 84 | 85 |
Bars Traded | 5700 | 3024 | 2676 | 5700 | 3024 | 2676 |
Profit Streak | 414.8854 | 0 | 571.552 | 414.8854 | 0 | 571.552 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576148 | -211929 | -576016 | -452523 | -578514 | 323522 |
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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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