Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1262268.7905 | -69982.8836 | -1192285.9069 | 16157.5749 | 1671073.372 | -1654915.7971 |
Total P&L (%) | -1262.2688 | -69.9829 | -1192.2859 | 16.1576 | 1671.0734 | -1654.9158 |
Avg Daily Profit (%) | -0.6759 | -0.0375 | -0.6384 | 0.008 | 0.154 | 0 |
Buy And Hold Return (%) | 522.7866 | 522.7866 | 522.7866 | 522.7866 | 522.7866 | 522.7866 |
Max Trade Drawdown | -1381838 | -224230 | -1264694 | -3228404 | -1234558 | -2766173 |
Profit Factor | 0.4033 | 0.8696 | 0.2448 | 1.0024 | 1.61 | 0.5963 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 154 | 70 | 84 | 90 | 51 | 39 |
Losing Trades | 55 | 34 | 21 | 119 | 53 | 66 |
Profitability (%) | 73.6842 | 67.3077 | 80 | 43.0622 | 49.0385 | 37.1429 |
Ratio Avg Win / Avg Loss | 0.1441 | 0.4224 | 0.0612 | 1.3253 | 1.6732 | 1.0091 |
Largest Winning Trade | 28461 | 28461 | 20562 | 1333628 | 1333628 | 1103907 |
Largest Losing Trade | -545037 | -62681 | -545037 | -1131212 | -462217 | -1131212 |
Avg Bars in Trades | 17 | 20 | 14 | 17 | 20 | 14 |
Avg Bars in Winners | 6 | 5 | 7 | 22 | 26 | 16 |
Avg Bars in Losers | 48 | 50 | 44 | 13 | 14 | 13 |
Bars Traded | 3646 | 2106 | 1541 | 3646 | 2106 | 1541 |
Profit Streak | 0 | 51.3328 | 0 | 0 | 51.3328 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576336 | -576711 | -576608 | -567143 | 321395 | -584108 |
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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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