Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1777925.6174 | -99720.5287 | -1678205.0887 | -183695.4161 | -3268438.694 | 3084743.2779 |
Total P&L (%) | -1777.9256 | -99.7205 | -1678.2051 | -183.6954 | -3268.4387 | 3084.7433 |
Avg Daily Profit (%) | -0.9522 | -0.0534 | -0.8988 | 0 | 0 | 0.1855 |
Buy And Hold Return (%) | 497.6579 | 497.6579 | 497.6579 | 497.6579 | 497.6579 | 497.6579 |
Max Trade Drawdown | -1954841 | -175521 | -1793658 | -4153977 | -4602292 | -2734513 |
Profit Factor | 0.2453 | 0.7411 | 0.1483 | 0.983 | 0.4919 | 1.7074 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 129 | 60 | 69 | 99 | 41 | 58 |
Losing Trades | 36 | 22 | 14 | 66 | 41 | 25 |
Profitability (%) | 78.1818 | 73.1707 | 83.1325 | 60 | 50 | 69.8795 |
Ratio Avg Win / Avg Loss | 0.0684 | 0.2717 | 0.0301 | 0.6553 | 0.4919 | 0.736 |
Largest Winning Trade | 23566 | 23566 | 19063 | 3486753 | 1013942 | 3486753 |
Largest Losing Trade | -1093329 | -60543 | -1093329 | -2734513 | -2459289 | -2734513 |
Avg Bars in Trades | 43 | 53 | 34 | 43 | 53 | 34 |
Avg Bars in Winners | 11 | 10 | 12 | 26 | 28 | 26 |
Avg Bars in Losers | 159 | 172 | 139 | 69 | 79 | 52 |
Bars Traded | 7233 | 4411 | 2822 | 7233 | 4411 | 2822 |
Profit Streak | 45.0738 | 49.0738 | 45.0738 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574634 | -580469 | -575145 | -578617 | -585236 | 372973 |
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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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