Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1402131.1357 | 47426.4288 | -1449557.5644 | -25436.2378 | 5288905.4763 | -5314341.714 |
Total P&L (%) | -1402.1311 | 47.4264 | -1449.5576 | -25.4362 | 5288.9055 | -5314.3417 |
Avg Daily Profit (%) | -0.5913 | 0.02 | -0.6113 | -0.0124 | 0.1683 | 0 |
Buy And Hold Return (%) | 680.6614 | 680.6614 | 680.6614 | 680.6614 | 680.6614 | 680.6614 |
Max Trade Drawdown | -1555994 | -167947 | -1558832 | -7360230 | -2332219 | -7347939 |
Profit Factor | 0.3749 | 1.1288 | 0.2268 | 0.9982 | 2.0228 | 0.4091 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 160 | 77 | 83 | 106 | 55 | 51 |
Losing Trades | 39 | 22 | 17 | 93 | 44 | 49 |
Profitability (%) | 80.402 | 77.7778 | 83 | 53.2663 | 55.5556 | 51 |
Ratio Avg Win / Avg Loss | 0.0914 | 0.3225 | 0.0465 | 0.8758 | 1.6182 | 0.3931 |
Largest Winning Trade | 27144 | 27144 | 15012 | 3964168 | 3964168 | 1384405 |
Largest Losing Trade | -1247288 | -59043 | -1247288 | -1759166 | -604515 | -1759166 |
Avg Bars in Trades | 46 | 51 | 41 | 46 | 51 | 41 |
Avg Bars in Winners | 15 | 15 | 14 | 46 | 54 | 37 |
Avg Bars in Losers | 176 | 177 | 174 | 46 | 48 | 45 |
Bars Traded | 9287 | 5126 | 4161 | 9287 | 5126 | 4161 |
Profit Streak | 66.3774 | 88.3774 | 66.3774 | 66.3774 | 88.3774 | 66.3774 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574154 | -407346 | -575116 | -577658 | 485621 | -579445 |
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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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