Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2208466.4816 | -110810.6412 | -2097655.8404 | -3972.9998 | 4557778.0461 | -4561751.0459 |
Total P&L (%) | -2208.4665 | -110.8106 | -2097.6558 | -3.973 | 4557.778 | -4561.751 |
Avg Daily Profit (%) | -1.1747 | -0.0589 | -1.1158 | -0.0022 | 0.2045 | 0 |
Buy And Hold Return (%) | 627.2913 | 627.2913 | 627.2913 | 627.2913 | 627.2913 | 627.2913 |
Max Trade Drawdown | -2338438 | -238523 | -2166144 | -4607115 | -1063995 | -6497673 |
Profit Factor | 0.233 | 0.7303 | 0.1503 | 0.9997 | 2.7875 | 0.5201 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 128 | 59 | 69 | 76 | 43 | 33 |
Losing Trades | 44 | 27 | 17 | 96 | 43 | 53 |
Profitability (%) | 74.4186 | 68.6047 | 80.2326 | 44.186 | 50 | 38.3721 |
Ratio Avg Win / Avg Loss | 0.0801 | 0.3342 | 0.037 | 1.2627 | 2.7875 | 0.8353 |
Largest Winning Trade | 26722 | 26722 | 20091 | 2125149 | 1795249 | 2125149 |
Largest Losing Trade | -1490637 | -56699 | -1490637 | -2989573 | -783170 | -2989573 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 13 | 10 | 16 | 43 | 44 | 41 |
Avg Bars in Losers | 82 | 71 | 99 | 21 | 13 | 28 |
Bars Traded | 5375 | 2523 | 2852 | 5375 | 2523 | 2852 |
Profit Streak | 67.2727 | 96.2727 | 67.2727 | 67.2727 | 96.2727 | 67.2727 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575008 | -576573 | -575371 | -578768 | 536826 | -584082 |
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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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