Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1883226.3346 | -101934.9487 | -1781291.3859 | -56994.9637 | 1963744.0471 | -2020739.0109 |
Total P&L (%) | -1883.2263 | -101.9349 | -1781.2914 | -56.995 | 1963.744 | -2020.739 |
Avg Daily Profit (%) | -1.0061 | -0.0545 | -0.9516 | -0.0451 | 0.1619 | 0 |
Buy And Hold Return (%) | 431.8349 | 431.8349 | 431.8349 | 431.8349 | 431.8349 | 431.8349 |
Max Trade Drawdown | -1972980 | -190262 | -1856134 | -2091799 | -318010 | -2570624 |
Profit Factor | 0.2723 | 0.7501 | 0.1828 | 0.9894 | 2.9377 | 0.5358 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 177 | 85 | 92 | 81 | 44 | 37 |
Losing Trades | 49 | 28 | 21 | 145 | 69 | 76 |
Profitability (%) | 78.3186 | 75.2212 | 81.4159 | 35.8407 | 38.9381 | 32.7434 |
Ratio Avg Win / Avg Loss | 0.0754 | 0.2471 | 0.0417 | 1.7711 | 4.6069 | 1.1006 |
Largest Winning Trade | 29948 | 29948 | 23484 | 1257355 | 987806 | 1257355 |
Largest Losing Trade | -1227452 | -55130 | -1227452 | -1751585 | -223176 | -1751585 |
Avg Bars in Trades | 48 | 55 | 42 | 48 | 55 | 42 |
Avg Bars in Winners | 16 | 17 | 15 | 78 | 96 | 57 |
Avg Bars in Losers | 164 | 169 | 157 | 32 | 29 | 34 |
Bars Traded | 11024 | 6260 | 4764 | 11024 | 6260 | 4764 |
Profit Streak | 59.1995 | 81.8661 | 59.1995 | 59.1995 | 81.8661 | 59.1995 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574308 | -576026 | -575273 | -580707 | 305589 | -584622 |
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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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