Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1711156.9852 | -143813.7526 | -1567343.2326 | 5193.1508 | -4178447.2279 | 4183640.3787 |
Total P&L (%) | -1711.157 | -143.8138 | -1567.3432 | 5.1932 | -4178.4472 | 4183.6404 |
Avg Daily Profit (%) | -0.9506 | -0.0799 | -0.8707 | 0.0028 | 0 | 0.209 |
Buy And Hold Return (%) | 17.9002 | 17.9002 | 17.9002 | 17.9002 | 17.9002 | 17.9002 |
Max Trade Drawdown | -1772279 | -285853 | -1618311 | -4037411 | -4241448 | -288088 |
Profit Factor | 0.3328 | 0.7751 | 0.186 | 1.0008 | 0.1828 | 4.0954 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 150 | 68 | 82 | 148 | 67 | 81 |
Losing Trades | 120 | 67 | 53 | 122 | 68 | 54 |
Profitability (%) | 55.5556 | 50.3704 | 60.7407 | 54.8148 | 49.6296 | 60 |
Ratio Avg Win / Avg Loss | 0.2663 | 0.7637 | 0.1202 | 0.825 | 0.1856 | 2.7303 |
Largest Winning Trade | 53582 | 53582 | 32747 | 4267008 | 157560 | 4267008 |
Largest Losing Trade | -1307670 | -56852 | -1307670 | -1390263 | -1390263 | -236286 |
Avg Bars in Trades | 12 | 15 | 9 | 12 | 15 | 9 |
Avg Bars in Winners | 6 | 6 | 5 | 8 | 6 | 9 |
Avg Bars in Losers | 20 | 24 | 15 | 17 | 24 | 9 |
Bars Traded | 3374 | 2115 | 1259 | 3374 | 2115 | 1259 |
Profit Streak | 7.1895 | 14.6895 | 7.1895 | 7.1895 | 14.6895 | 7.1895 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577218 | -579574 | -578622 | -572680 | -579766 | 623009 |
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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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