Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1765299.4941 | 132203.6557 | -1897503.1499 | 364602.2983 | -12395887.9485 | 12760490.2469 |
Total P&L (%) | -1765.2995 | 132.2037 | -1897.5032 | 364.6023 | -12395.8879 | 12760.4902 |
Avg Daily Profit (%) | -0.8993 | 0.0673 | -0.9666 | 0.0783 | 0 | 0.2477 |
Buy And Hold Return (%) | 3936.1702 | 3936.1702 | 3936.1702 | 3936.1702 | 3936.1702 | 3936.1702 |
Max Trade Drawdown | -1953172 | -124992 | -2002499 | -27602729 | -16997910 | -11901485 |
Profit Factor | 0.3471 | 1.3277 | 0.1752 | 1.005 | 0.6763 | 1.3648 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 143 | 70 | 73 | 135 | 65 | 70 |
Losing Trades | 51 | 27 | 24 | 59 | 32 | 27 |
Profitability (%) | 73.7113 | 72.1649 | 75.2577 | 69.5876 | 67.0103 | 72.1649 |
Ratio Avg Win / Avg Loss | 0.1238 | 0.5121 | 0.0576 | 0.4392 | 0.3329 | 0.5264 |
Largest Winning Trade | 51285 | 51285 | 20435 | 30186894 | 7886659 | 30186894 |
Largest Losing Trade | -1712088 | -63389 | -1712088 | -12733839 | -12733839 | -9043059 |
Avg Bars in Trades | 59 | 61 | 56 | 59 | 61 | 56 |
Avg Bars in Winners | 27 | 26 | 27 | 28 | 27 | 29 |
Avg Bars in Losers | 148 | 152 | 143 | 128 | 131 | 125 |
Bars Traded | 11473 | 6005 | 5468 | 11473 | 6005 | 5468 |
Profit Streak | 415.0165 | 0 | 571.6831 | 415.0165 | 0 | 571.6831 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576103 | -267344 | -576103 | -466792 | -578590 | 310901 |
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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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