Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1690315.0549 | -63027.7612 | -1627287.2937 | -36476.1533 | 5024569.6057 | -5061045.759 |
Total P&L (%) | -1690.3151 | -63.0278 | -1627.2873 | -36.4762 | 5024.5696 | -5061.0458 |
Avg Daily Profit (%) | -0.9052 | -0.0338 | -0.8715 | -0.0243 | 0.211 | 0 |
Buy And Hold Return (%) | 469.032 | 469.032 | 469.032 | 469.032 | 469.032 | 469.032 |
Max Trade Drawdown | -1898169 | -173608 | -1756226 | -4581884 | -518596 | -5974004 |
Profit Factor | 0.2802 | 0.8385 | 0.169 | 0.9969 | 2.9519 | 0.4447 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 172 | 80 | 92 | 110 | 60 | 50 |
Losing Trades | 41 | 26 | 15 | 103 | 46 | 57 |
Profitability (%) | 80.7512 | 75.4717 | 85.9813 | 51.6432 | 56.6038 | 46.729 |
Ratio Avg Win / Avg Loss | 0.0668 | 0.2725 | 0.0275 | 0.9334 | 2.2631 | 0.5069 |
Largest Winning Trade | 23996 | 23996 | 16837 | 2474296 | 2474296 | 2357407 |
Largest Losing Trade | -1053096 | -61862 | -1053096 | -3285605 | -286980 | -3285605 |
Avg Bars in Trades | 33 | 41 | 26 | 33 | 41 | 26 |
Avg Bars in Winners | 8 | 8 | 8 | 45 | 57 | 30 |
Avg Bars in Losers | 140 | 144 | 133 | 21 | 20 | 22 |
Bars Traded | 7224 | 4413 | 2811 | 7224 | 4413 | 2811 |
Profit Streak | 58.9425 | 79.1925 | 58.9425 | 58.9425 | 79.1925 | 58.9425 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573964 | -575913 | -574428 | -577713 | 572765 | -580449 |
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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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