Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -640783.6886 | 221901.7059 | -862685.3945 | 1926924.7419 | -11241865.0236 | 13168789.7655 |
Total P&L (%) | -640.7837 | 221.9017 | -862.6854 | 1926.9247 | -11241.865 | 13168.7898 |
Avg Daily Profit (%) | -0.3263 | 0.113 | -0.4394 | 0.1534 | 0 | 0.2493 |
Buy And Hold Return (%) | 1499.4941 | 1499.4941 | 1499.4941 | 1499.4941 | 1499.4941 | 1499.4941 |
Max Trade Drawdown | -819785 | -111153 | -918404 | -29500408 | -25255277 | -4855778 |
Profit Factor | 0.5655 | 1.6334 | 0.2327 | 1.0337 | 0.7175 | 1.7588 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 165 | 91 | 74 | 147 | 81 | 66 |
Losing Trades | 47 | 15 | 32 | 65 | 25 | 40 |
Profitability (%) | 77.8302 | 85.8491 | 69.8113 | 69.3396 | 76.4151 | 62.2642 |
Ratio Avg Win / Avg Loss | 0.1611 | 0.2692 | 0.1006 | 0.4571 | 0.2215 | 1.066 |
Largest Winning Trade | 23641 | 23641 | 11972 | 15799645 | 3355867 | 15799645 |
Largest Losing Trade | -722108 | -72261 | -722108 | -22776114 | -22776114 | -3490178 |
Avg Bars in Trades | 35 | 56 | 15 | 35 | 56 | 15 |
Avg Bars in Winners | 10 | 14 | 6 | 11 | 15 | 7 |
Avg Bars in Losers | 123 | 309 | 36 | 90 | 189 | 27 |
Bars Traded | 7598 | 5965 | 1634 | 7598 | 5965 | 1634 |
Profit Streak | 409.7661 | 0 | 569.2661 | 409.7661 | 0 | 569.2661 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575475 | -203121 | -577342 | -250361 | -577347 | 463018 |
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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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