Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3219107.0754 | -118350.9877 | -3100756.0877 | -99923.7851 | 26252091.107 | -26352014.8921 |
Total P&L (%) | -3219.1071 | -118.351 | -3100.7561 | -99.9238 | 26252.0911 | -26352.0149 |
Avg Daily Profit (%) | -1.5755 | -0.0579 | -1.5176 | -0.3508 | 0.2732 | 0 |
Buy And Hold Return (%) | 3409.2825 | 3409.2825 | 3409.2825 | 3409.2825 | 3409.2825 | 3409.2825 |
Max Trade Drawdown | -3297046 | -258905 | -3170149 | -37032202 | -3642287 | -33973253 |
Profit Factor | 0.1799 | 0.7582 | 0.0976 | 0.9979 | 4.387 | 0.3522 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 152 | 74 | 78 | 128 | 67 | 61 |
Losing Trades | 41 | 22 | 19 | 65 | 29 | 36 |
Profitability (%) | 78.7565 | 77.0833 | 80.4124 | 66.3212 | 69.7917 | 62.8866 |
Ratio Avg Win / Avg Loss | 0.0485 | 0.2254 | 0.0238 | 0.5068 | 1.8989 | 0.2079 |
Largest Winning Trade | 29567 | 29567 | 20104 | 15394316 | 15394316 | 5238187 |
Largest Losing Trade | -1611941 | -80252 | -1611941 | -31703067 | -3642287 | -31703067 |
Avg Bars in Trades | 40 | 43 | 37 | 40 | 43 | 37 |
Avg Bars in Winners | 9 | 9 | 9 | 26 | 29 | 24 |
Avg Bars in Losers | 153 | 155 | 150 | 66 | 75 | 59 |
Bars Traded | 7770 | 4162 | 3609 | 7770 | 4162 | 3609 |
Profit Streak | 296.2381 | 404.2381 | 296.2381 | 296.2381 | 404.2381 | 296.2381 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575071 | -575872 | -576278 | -576683 | 718891 | -578814 |
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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) |
---|