Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1891513.596 | -54320.0415 | -1837193.5546 | 237793.5429 | 6037886.6547 | -5800093.1117 |
Total P&L (%) | -1891.5136 | -54.32 | -1837.1936 | 237.7935 | 6037.8867 | -5800.0931 |
Avg Daily Profit (%) | -1.012 | -0.0291 | -0.983 | 0.0652 | 0.2205 | 0 |
Buy And Hold Return (%) | 584.7869 | 584.7869 | 584.7869 | 584.7869 | 584.7869 | 584.7869 |
Max Trade Drawdown | -2011327 | -169394 | -1915603 | -7055853 | -1136495 | -8358892 |
Profit Factor | 0.2958 | 0.865 | 0.1954 | 1.0128 | 2.3113 | 0.584 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 148 | 69 | 79 | 86 | 46 | 40 |
Losing Trades | 56 | 33 | 23 | 118 | 56 | 62 |
Profitability (%) | 72.549 | 67.6471 | 77.451 | 42.1569 | 45.098 | 39.2157 |
Ratio Avg Win / Avg Loss | 0.1119 | 0.4137 | 0.0569 | 1.3897 | 2.8138 | 0.9052 |
Largest Winning Trade | 30240 | 30240 | 22042 | 3227312 | 3227312 | 2914939 |
Largest Losing Trade | -1274979 | -52903 | -1274979 | -4563341 | -1121571 | -4563341 |
Avg Bars in Trades | 27 | 30 | 23 | 27 | 30 | 23 |
Avg Bars in Winners | 11 | 12 | 11 | 37 | 46 | 26 |
Avg Bars in Losers | 66 | 68 | 64 | 19 | 17 | 22 |
Bars Traded | 5524 | 3110 | 2414 | 5524 | 3110 | 2414 |
Profit Streak | 38.5799 | 38.5799 | 57.9133 | 38.5799 | 38.5799 | 57.9133 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574972 | -577506 | -575429 | -478309 | 410900 | -583459 |
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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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