Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -961338.661 | 182023.3953 | -1143362.0563 | 310043.0184 | -6032152.5868 | 6342195.6052 |
Total P&L (%) | -961.3387 | 182.0234 | -1143.3621 | 310.043 | -6032.1526 | 6342.1956 |
Avg Daily Profit (%) | -0.4896 | 0.0927 | -0.5823 | 0.0719 | 0 | 0.2124 |
Buy And Hold Return (%) | 1500.8439 | 1500.8439 | 1500.8439 | 1500.8439 | 1500.8439 | 1500.8439 |
Max Trade Drawdown | -1252811 | -115279 | -1299818 | -14795764 | -10695300 | -7552812 |
Profit Factor | 0.4998 | 1.5483 | 0.2808 | 1.0078 | 0.6941 | 1.3172 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 116 | 56 | 60 | 114 | 54 | 60 |
Losing Trades | 52 | 28 | 24 | 54 | 30 | 24 |
Profitability (%) | 69.0476 | 66.6667 | 71.4286 | 67.8571 | 64.2857 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.224 | 0.7742 | 0.1123 | 0.4774 | 0.3856 | 0.5269 |
Largest Winning Trade | 67661 | 67661 | 23352 | 15538384 | 5253248 | 15538384 |
Largest Losing Trade | -964219 | -65432 | -964219 | -9109779 | -9109779 | -6672700 |
Avg Bars in Trades | 45 | 49 | 41 | 45 | 49 | 41 |
Avg Bars in Winners | 23 | 26 | 19 | 23 | 26 | 21 |
Avg Bars in Losers | 96 | 96 | 95 | 92 | 91 | 92 |
Bars Traded | 7677 | 4187 | 3491 | 7677 | 4187 | 3491 |
Profit Streak | 411.4702 | 0 | 568.4702 | 411.4702 | 0 | 568.4702 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576843 | -232935 | -576633 | -472554 | -578977 | 316377 |
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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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