Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1451337.5531 | 7927.5154 | -1459265.0686 | -50535.631 | 4108226.3112 | -4158761.9421 |
Total P&L (%) | -1451.3376 | 7.9275 | -1459.2651 | -50.5356 | 4108.2263 | -4158.7619 |
Avg Daily Profit (%) | -0.6123 | 0.0033 | -0.6157 | -0.0297 | 0.1579 | 0 |
Buy And Hold Return (%) | 468.6378 | 468.6378 | 468.6378 | 468.6378 | 468.6378 | 468.6378 |
Max Trade Drawdown | -1612214 | -175754 | -1558961 | -5455813 | -1432398 | -5821040 |
Profit Factor | 0.3433 | 1.0205 | 0.1996 | 0.9952 | 2.0533 | 0.3722 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 187 | 87 | 100 | 129 | 67 | 62 |
Losing Trades | 59 | 36 | 23 | 117 | 56 | 61 |
Profitability (%) | 76.0163 | 70.7317 | 81.3008 | 52.439 | 54.4715 | 50.4065 |
Ratio Avg Win / Avg Loss | 0.1083 | 0.4223 | 0.0459 | 0.9026 | 1.7162 | 0.3662 |
Largest Winning Trade | 27144 | 27144 | 14588 | 2397197 | 2397197 | 991380 |
Largest Losing Trade | -1206863 | -66169 | -1206863 | -2226926 | -581352 | -2226926 |
Avg Bars in Trades | 37 | 41 | 32 | 37 | 41 | 32 |
Avg Bars in Winners | 15 | 16 | 13 | 37 | 43 | 30 |
Avg Bars in Losers | 106 | 102 | 113 | 36 | 39 | 34 |
Bars Traded | 9113 | 5137 | 3976 | 9113 | 5137 | 3976 |
Profit Streak | 48.0562 | 64.8062 | 48.0562 | 48.0562 | 64.8062 | 48.0562 |
Trades During Streak | 12 | 8 | 6 | 12 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574396 | -549713 | -575137 | -577452 | 487566 | -579378 |
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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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