Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -861642.1351 | 24645.2108 | -886287.3459 | -41427.6058 | 4059793.6661 | -4101221.2719 |
Total P&L (%) | -861.6421 | 24.6452 | -886.2873 | -41.4276 | 4059.7937 | -4101.2213 |
Avg Daily Profit (%) | -0.4615 | 0.0132 | -0.4747 | -0.0286 | 0.1999 | 0 |
Buy And Hold Return (%) | 559.7372 | 559.7372 | 559.7372 | 559.7372 | 559.7372 | 559.7372 |
Max Trade Drawdown | -985317 | -223972 | -940872 | -6503253 | -1544586 | -5633312 |
Profit Factor | 0.4632 | 1.0599 | 0.2573 | 0.996 | 2.3003 | 0.4354 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 161 | 83 | 78 | 99 | 53 | 46 |
Losing Trades | 48 | 21 | 27 | 110 | 51 | 59 |
Profitability (%) | 77.0335 | 79.8077 | 74.2857 | 47.3684 | 50.9615 | 43.8095 |
Ratio Avg Win / Avg Loss | 0.1381 | 0.2682 | 0.0891 | 1.1067 | 2.2135 | 0.5585 |
Largest Winning Trade | 27596 | 27596 | 18837 | 2255214 | 2255214 | 1525714 |
Largest Losing Trade | -477207 | -60777 | -477207 | -4150264 | -557711 | -4150264 |
Avg Bars in Trades | 50 | 81 | 20 | 50 | 81 | 20 |
Avg Bars in Winners | 13 | 21 | 5 | 71 | 113 | 22 |
Avg Bars in Losers | 175 | 320 | 61 | 32 | 48 | 17 |
Bars Traded | 10632 | 8520 | 2112 | 10632 | 8520 | 2112 |
Profit Streak | 10.638 | 10.638 | 63.8047 | 10.638 | 10.638 | 63.8047 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574563 | -492369 | -575795 | -577424 | 480991 | -581628 |
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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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