Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1349704.9269 | -73443.1909 | -1276261.7359 | -85593.6823 | -4331912.6198 | 4246318.9375 |
Total P&L (%) | -1349.7049 | -73.4432 | -1276.2617 | -85.5937 | -4331.9126 | 4246.3189 |
Avg Daily Profit (%) | -0.7179 | -0.0391 | -0.6788 | -0.103 | 0 | 0.2008 |
Buy And Hold Return (%) | 199.1112 | 199.1112 | 199.1112 | 199.1112 | 199.1112 | 199.1112 |
Max Trade Drawdown | -1486550 | -169112 | -1362572 | -6309126 | -5686380 | -2510141 |
Profit Factor | 0.3417 | 0.8179 | 0.2251 | 0.9935 | 0.43 | 1.754 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 124 | 57 | 67 | 118 | 51 | 67 |
Losing Trades | 44 | 27 | 17 | 50 | 33 | 17 |
Profitability (%) | 73.8095 | 67.8571 | 79.7619 | 70.2381 | 60.7143 | 79.7619 |
Ratio Avg Win / Avg Loss | 0.1213 | 0.3874 | 0.0571 | 0.421 | 0.2782 | 0.4451 |
Largest Winning Trade | 23548 | 19087 | 23548 | 4363898 | 694732 | 4363898 |
Largest Losing Trade | -965192 | -55504 | -965192 | -3507500 | -3507500 | -2510141 |
Avg Bars in Trades | 131 | 147 | 116 | 131 | 147 | 116 |
Avg Bars in Winners | 61 | 65 | 57 | 75 | 77 | 73 |
Avg Bars in Losers | 330 | 318 | 349 | 265 | 254 | 287 |
Bars Traded | 22142 | 12351 | 9791 | 22142 | 12351 | 9791 |
Profit Streak | 31.7793 | 84.9459 | 31.7793 | 31.7793 | 84.9459 | 31.7793 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575310 | -577061 | -575973 | -575773 | -577987 | 482301 |
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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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