Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1718768.8748 | -113859.7535 | -1604909.1213 | -32211.6383 | -6338758.462 | 6306546.8237 |
Total P&L (%) | -1718.7689 | -113.8598 | -1604.9091 | -32.2116 | -6338.7585 | 6306.5468 |
Avg Daily Profit (%) | -0.9142 | -0.0606 | -0.8537 | -0.0207 | 0 | 0.2215 |
Buy And Hold Return (%) | 299.2024 | 299.2024 | 299.2024 | 299.2024 | 299.2024 | 299.2024 |
Max Trade Drawdown | -1816510 | -192086 | -1668661 | -8930672 | -8332730 | -2524100 |
Profit Factor | 0.2458 | 0.6964 | 0.157 | 0.9979 | 0.4087 | 2.2684 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 145 | 68 | 77 | 127 | 58 | 69 |
Losing Trades | 58 | 33 | 25 | 76 | 43 | 33 |
Profitability (%) | 71.4286 | 67.3267 | 75.4902 | 62.5616 | 57.4257 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.0983 | 0.3379 | 0.051 | 0.5972 | 0.303 | 1.0849 |
Largest Winning Trade | 14166 | 14166 | 9786 | 6620175 | 896063 | 6620175 |
Largest Losing Trade | -1314496 | -61790 | -1314496 | -5293795 | -5293795 | -2191124 |
Avg Bars in Trades | 26 | 32 | 21 | 26 | 32 | 21 |
Avg Bars in Winners | 8 | 8 | 7 | 11 | 12 | 11 |
Avg Bars in Losers | 73 | 81 | 62 | 52 | 60 | 41 |
Bars Traded | 5456 | 3283 | 2172 | 5456 | 3283 | 2172 |
Profit Streak | 52.1458 | 52.1458 | 61.4791 | 52.1458 | 52.1458 | 61.4791 |
Trades During Streak | 15 | 7 | 8 | 15 | 7 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574884 | -576938 | -575587 | -576034 | -578500 | 561710 |
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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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