Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1331144.8013 | 28700.8717 | -1359845.673 | -83181.5692 | -4587892.8243 | 4504711.255 |
Total P&L (%) | -1331.1448 | 28.7009 | -1359.8457 | -83.1816 | -4587.8928 | 4504.7113 |
Avg Daily Profit (%) | -0.5621 | 0.0121 | -0.5743 | -0.0753 | 0 | 0.1619 |
Buy And Hold Return (%) | 417.5408 | 417.5408 | 417.5408 | 417.5408 | 417.5408 | 417.5408 |
Max Trade Drawdown | -1544169 | -170029 | -1467948 | -6156716 | -5885749 | -1281481 |
Profit Factor | 0.3752 | 1.0726 | 0.2163 | 0.9921 | 0.4243 | 2.7231 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 149 | 74 | 75 | 133 | 64 | 69 |
Losing Trades | 41 | 21 | 20 | 57 | 31 | 26 |
Profitability (%) | 78.4211 | 77.8947 | 78.9474 | 70 | 67.3684 | 72.6316 |
Ratio Avg Win / Avg Loss | 0.1032 | 0.3044 | 0.0577 | 0.4252 | 0.2055 | 1.0261 |
Largest Winning Trade | 28377 | 28377 | 13258 | 2545126 | 837130 | 2545126 |
Largest Losing Trade | -1100994 | -63415 | -1100994 | -2576168 | -2576168 | -789729 |
Avg Bars in Trades | 35 | 44 | 27 | 35 | 44 | 27 |
Avg Bars in Winners | 13 | 15 | 10 | 19 | 18 | 20 |
Avg Bars in Losers | 119 | 149 | 87 | 73 | 99 | 43 |
Bars Traded | 6834 | 4269 | 2565 | 6834 | 4269 | 2565 |
Profit Streak | 48.5834 | 83.9168 | 48.5834 | 48.5834 | 83.9168 | 48.5834 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574471 | -479636 | -575284 | -575562 | -577049 | 592964 |
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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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