Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1320533.2127 | 60758.9927 | -1381292.2054 | 641748.9961 | 3692795.2822 | -3051046.2861 |
Total P&L (%) | -1320.5332 | 60.759 | -1381.2922 | 641.749 | 3692.7953 | -3051.0463 |
Avg Daily Profit (%) | -0.5587 | 0.0257 | -0.5844 | 0.0848 | 0.1539 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1630719 | -68116 | -1696661 | -13467195 | -1474304 | -12857194 |
Profit Factor | 0.4426 | 1.3755 | 0.3742 | 1.0222 | 2.0465 | 0.88 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 131 | 58 | 73 | 123 | 53 | 70 |
Losing Trades | 58 | 37 | 21 | 66 | 42 | 24 |
Profitability (%) | 69.3122 | 61.0526 | 77.6596 | 65.0794 | 55.7895 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.196 | 0.8775 | 0.1077 | 0.5485 | 1.6218 | 0.3017 |
Largest Winning Trade | 57670 | 38127 | 57670 | 6225549 | 3795689 | 6225549 |
Largest Losing Trade | -1428609 | -16871 | -1428609 | -7305158 | -633898 | -7305158 |
Avg Bars in Trades | 48 | 3 | 94 | 48 | 3 | 94 |
Avg Bars in Winners | 27 | 2 | 46 | 31 | 2 | 52 |
Avg Bars in Losers | 96 | 3 | 260 | 80 | 3 | 216 |
Bars Traded | 9169 | 285 | 8884 | 9169 | 285 | 8884 |
Profit Streak | 34.4061 | 34.4061 | 52.4061 | 34.4061 | 34.4061 | 52.4061 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575782 | -157868 | -575643 | -272682 | 477165 | -576057 |
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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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