Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1594025.184 | 64557.481 | -1658582.665 | 138288.0648 | 4161035.7673 | -4022747.7024 |
Total P&L (%) | -1594.0252 | 64.5575 | -1658.5827 | 138.2881 | 4161.0358 | -4022.7477 |
Avg Daily Profit (%) | -0.6754 | 0.0274 | -0.7028 | 0.0368 | 0.1591 | 0 |
Buy And Hold Return (%) | 400.3982 | 400.3982 | 400.3982 | 400.3982 | 400.3982 | 400.3982 |
Max Trade Drawdown | -1801238 | -123278 | -1796755 | -5877290 | -1449219 | -6542264 |
Profit Factor | 0.3522 | 1.1775 | 0.2091 | 1.0113 | 1.9228 | 0.4799 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 147 | 70 | 77 | 99 | 52 | 47 |
Losing Trades | 37 | 22 | 15 | 85 | 40 | 45 |
Profitability (%) | 79.8913 | 76.087 | 83.6957 | 53.8043 | 56.5217 | 51.087 |
Ratio Avg Win / Avg Loss | 0.0887 | 0.3701 | 0.0407 | 0.8683 | 1.4791 | 0.4595 |
Largest Winning Trade | 29592 | 29592 | 19760 | 3302589 | 3302589 | 1261458 |
Largest Losing Trade | -1469239 | -66228 | -1469239 | -1631027 | -655205 | -1631027 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 9 | 11 | 7 | 24 | 27 | 21 |
Avg Bars in Losers | 85 | 77 | 96 | 24 | 27 | 22 |
Bars Traded | 4557 | 2539 | 2018 | 4557 | 2539 | 2018 |
Profit Streak | 41.1852 | 78.1852 | 41.1852 | 41.1852 | 78.1852 | 41.1852 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574093 | -344029 | -574857 | -515985 | 448566 | -579242 |
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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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