Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2017902.4067 | 40019.1292 | -2057921.5359 | 1206969.5293 | -9023113.9229 | 10230083.4523 |
Total P&L (%) | -2017.9024 | 40.0191 | -2057.9215 | 1206.9695 | -9023.1139 | 10230.0835 |
Avg Daily Profit (%) | -1.028 | 0.0204 | -1.0484 | 0.131 | 0 | 0.2365 |
Buy And Hold Return (%) | 1682.0573 | 1682.0573 | 1682.0573 | 1682.0573 | 1682.0573 | 1682.0573 |
Max Trade Drawdown | -2198995 | -121666 | -2163863 | -16301940 | -13899223 | -5240525 |
Profit Factor | 0.2278 | 1.1408 | 0.1164 | 1.0361 | 0.5716 | 1.8263 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 131 | 64 | 67 | 127 | 61 | 66 |
Losing Trades | 39 | 21 | 18 | 43 | 24 | 19 |
Profitability (%) | 77.0588 | 75.2941 | 78.8235 | 74.7059 | 71.7647 | 77.6471 |
Ratio Avg Win / Avg Loss | 0.0678 | 0.3743 | 0.0313 | 0.3508 | 0.2249 | 0.5257 |
Largest Winning Trade | 20762 | 20762 | 16554 | 14218233 | 2209484 | 14218233 |
Largest Losing Trade | -1790761 | -58653 | -1790761 | -9201586 | -9201586 | -2935825 |
Avg Bars in Trades | 66 | 69 | 63 | 66 | 69 | 63 |
Avg Bars in Winners | 24 | 27 | 21 | 27 | 27 | 26 |
Avg Bars in Losers | 208 | 198 | 220 | 183 | 175 | 192 |
Bars Traded | 11348 | 5915 | 5433 | 11348 | 5915 | 5433 |
Profit Streak | 414.7269 | 414.7269 | 561.8936 | 414.7269 | 414.7269 | 561.8936 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575003 | -394469 | -575688 | -360495 | -577043 | 481020 |
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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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