Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1807947.2098 | 111952.6703 | -1919899.8801 | 414515.1136 | -12864139.9354 | 13278655.049 |
Total P&L (%) | -1807.9472 | 111.9527 | -1919.8999 | 414.5151 | -12864.1399 | 13278.655 |
Avg Daily Profit (%) | -0.921 | 0.057 | -0.978 | 0.0835 | 0 | 0.2497 |
Buy And Hold Return (%) | 1596.78 | 1596.78 | 1596.78 | 1596.78 | 1596.78 | 1596.78 |
Max Trade Drawdown | -2085332 | -110045 | -2045591 | -19545772 | -13404441 | -12416083 |
Profit Factor | 0.2833 | 1.4231 | 0.1497 | 1.011 | 0.1577 | 1.5945 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 53 | 27 | 26 | 49 | 24 | 25 |
Losing Trades | 29 | 14 | 15 | 33 | 17 | 16 |
Profitability (%) | 64.6341 | 65.8537 | 63.4146 | 59.7561 | 58.5366 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.155 | 0.7379 | 0.0864 | 0.6809 | 0.1117 | 1.0205 |
Largest Winning Trade | 61649 | 41145 | 61649 | 31927723 | 535872 | 31927723 |
Largest Losing Trade | -1763856 | -60038 | -1763856 | -11076502 | -5514745 | -11076502 |
Avg Bars in Trades | 139 | 143 | 134 | 139 | 143 | 134 |
Avg Bars in Winners | 73 | 79 | 66 | 81 | 88 | 74 |
Avg Bars in Losers | 259 | 266 | 252 | 225 | 221 | 228 |
Bars Traded | 11413 | 5884 | 5529 | 11413 | 5884 | 5529 |
Profit Streak | 438.251 | 438.251 | 558.5843 | 438.251 | 438.251 | 558.5843 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -586042 | -280697 | -577668 | -463242 | -579050 | 473010 |
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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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