Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1210613.3662 | 71550.0475 | -1282163.4137 | 843511.1578 | 3146216.4489 | -2302705.2911 |
Total P&L (%) | -1210.6134 | 71.55 | -1282.1634 | 843.5112 | 3146.2164 | -2302.7053 |
Avg Daily Profit (%) | -0.5509 | 0.0326 | -0.5834 | 0.1022 | 0.1585 | 0 |
Buy And Hold Return (%) | 617.586 | 617.586 | 617.586 | 617.586 | 617.586 | 617.586 |
Max Trade Drawdown | -1349640 | -88814 | -1364390 | -8145340 | -408211 | -8570066 |
Profit Factor | 0.4602 | 1.2269 | 0.3348 | 1.0689 | 2.7263 | 0.7792 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 213 | 96 | 117 | 121 | 64 | 57 |
Losing Trades | 67 | 44 | 23 | 159 | 76 | 83 |
Profitability (%) | 76.0714 | 68.5714 | 83.5714 | 43.2143 | 45.7143 | 40.7143 |
Ratio Avg Win / Avg Loss | 0.1448 | 0.5623 | 0.0658 | 1.4045 | 3.2374 | 1.1346 |
Largest Winning Trade | 27948 | 27948 | 24644 | 1792821 | 673994 | 1792821 |
Largest Losing Trade | -842700 | -44222 | -842700 | -6204881 | -123901 | -6204881 |
Avg Bars in Trades | 23 | 9 | 36 | 23 | 9 | 36 |
Avg Bars in Winners | 11 | 4 | 16 | 30 | 13 | 49 |
Avg Bars in Losers | 61 | 22 | 137 | 17 | 7 | 27 |
Bars Traded | 6489 | 1382 | 5107 | 6489 | 1382 | 5107 |
Profit Streak | 7.0878 | 7.0878 | 46.0878 | 7.0878 | 7.0878 | 46.0878 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574504 | -314019 | -574901 | -252649 | 386109 | -581360 |
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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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