Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1134072.0903 | -9057.9447 | -1125014.1456 | -357189.1691 | -2296627.3455 | 1939438.1765 |
Total P&L (%) | -1134.0721 | -9.0579 | -1125.0141 | -357.1892 | -2296.6273 | 1939.4382 |
Avg Daily Profit (%) | -0.6032 | -0.0048 | -0.5984 | 0 | 0 | 0.1605 |
Buy And Hold Return (%) | 320.0295 | 320.0295 | 320.0295 | 320.0295 | 320.0295 | 320.0295 |
Max Trade Drawdown | -1315774 | -206804 | -1234915 | -2881756 | -2585415 | -1003473 |
Profit Factor | 0.4586 | 0.9816 | 0.2977 | 0.9514 | 0.4358 | 1.5916 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 177 | 84 | 93 | 140 | 64 | 76 |
Losing Trades | 53 | 31 | 22 | 90 | 51 | 39 |
Profitability (%) | 76.9565 | 73.0435 | 80.8696 | 60.8696 | 55.6522 | 66.087 |
Ratio Avg Win / Avg Loss | 0.1373 | 0.3623 | 0.0704 | 0.6116 | 0.3473 | 0.8167 |
Largest Winning Trade | 37477 | 37477 | 19310 | 1846624 | 333323 | 1846624 |
Largest Losing Trade | -547988 | -55829 | -547988 | -1003473 | -858079 | -1003473 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 11 | 10 | 13 | 17 | 16 | 18 |
Avg Bars in Losers | 66 | 70 | 61 | 35 | 39 | 30 |
Bars Traded | 5606 | 3044 | 2562 | 5606 | 3044 | 2562 |
Profit Streak | 57.2727 | 57.2727 | 73.9394 | 0 | 0 | 0 |
Trades During Streak | 14 | 7 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574061 | -575889 | -574893 | -577887 | -580015 | 337948 |
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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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