Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1269850.346 | -42186.4412 | -1227663.9047 | 201142.6991 | -5693483.082 | 5894625.781 |
Total P&L (%) | -1269.8503 | -42.1864 | -1227.6639 | 201.1427 | -5693.4831 | 5894.6258 |
Avg Daily Profit (%) | -0.6752 | -0.0224 | -0.6527 | 0.0586 | 0 | 0.2179 |
Buy And Hold Return (%) | 250.2859 | 250.2859 | 250.2859 | 250.2859 | 250.2859 | 250.2859 |
Max Trade Drawdown | -1406793 | -177518 | -1312628 | -6301839 | -5927239 | -2333244 |
Profit Factor | 0.3306 | 0.8621 | 0.2284 | 1.0137 | 0.3449 | 1.9872 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 119 | 54 | 65 | 111 | 50 | 61 |
Losing Trades | 48 | 30 | 18 | 56 | 34 | 22 |
Profitability (%) | 71.2575 | 64.2857 | 78.3133 | 66.4671 | 59.5238 | 73.494 |
Ratio Avg Win / Avg Loss | 0.1333 | 0.4789 | 0.0632 | 0.5114 | 0.2345 | 0.7167 |
Largest Winning Trade | 17848 | 17848 | 16397 | 7166758 | 703553 | 7166758 |
Largest Losing Trade | -1004131 | -49640 | -1004131 | -2995404 | -2995404 | -1549087 |
Avg Bars in Trades | 65 | 42 | 88 | 65 | 42 | 88 |
Avg Bars in Winners | 28 | 19 | 36 | 37 | 20 | 50 |
Avg Bars in Losers | 158 | 85 | 279 | 122 | 75 | 195 |
Bars Traded | 10996 | 3610 | 7386 | 10996 | 3610 | 7386 |
Profit Streak | 2.6828 | 2.6828 | 7.5161 | 2.6828 | 2.6828 | 7.5161 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578119 | -580423 | -576483 | -485477 | -581040 | 462904 |
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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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