Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1611248.8192 | 55116.8356 | -1666365.6548 | 250269.8689 | 4577317.7208 | -4327047.8519 |
Total P&L (%) | -1611.2488 | 55.1168 | -1666.3657 | 250.2699 | 4577.3177 | -4327.0479 |
Avg Daily Profit (%) | -0.6827 | 0.0234 | -0.7061 | 0.0531 | 0.1631 | 0 |
Buy And Hold Return (%) | 466.8321 | 466.8321 | 466.8321 | 466.8321 | 466.8321 | 466.8321 |
Max Trade Drawdown | -1828685 | -119464 | -1811157 | -6093543 | -1773133 | -7309424 |
Profit Factor | 0.3387 | 1.1571 | 0.2011 | 1.0183 | 1.8859 | 0.4935 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 151 | 73 | 78 | 101 | 53 | 48 |
Losing Trades | 31 | 18 | 13 | 81 | 38 | 43 |
Profitability (%) | 82.967 | 80.2198 | 85.7143 | 55.4945 | 58.2418 | 52.7473 |
Ratio Avg Win / Avg Loss | 0.0695 | 0.2853 | 0.0335 | 0.8166 | 1.3521 | 0.4421 |
Largest Winning Trade | 29592 | 29592 | 16312 | 3246414 | 3246414 | 1360582 |
Largest Losing Trade | -1469239 | -66228 | -1469239 | -1963846 | -700867 | -1963846 |
Avg Bars in Trades | 25 | 27 | 22 | 25 | 27 | 22 |
Avg Bars in Winners | 11 | 13 | 9 | 25 | 29 | 20 |
Avg Bars in Losers | 92 | 87 | 100 | 24 | 24 | 24 |
Bars Traded | 4557 | 2533 | 2024 | 4557 | 2533 | 2024 |
Profit Streak | 54.6852 | 140.6852 | 54.6852 | 54.6852 | 140.6852 | 54.6852 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573344 | -371148 | -574492 | -486166 | 458477 | -578858 |
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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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