Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1550976.4055 | 173507.5802 | -1724483.9858 | 775170.3942 | -4960080.8673 | 5735251.2615 |
Total P&L (%) | -1550.9764 | 173.5076 | -1724.484 | 775.1704 | -4960.0809 | 5735.2513 |
Avg Daily Profit (%) | -0.7899 | 0.0884 | -0.8783 | 0.1105 | 0 | 0.2073 |
Buy And Hold Return (%) | 1487.4477 | 1487.4477 | 1487.4477 | 1487.4477 | 1487.4477 | 1487.4477 |
Max Trade Drawdown | -1765047 | -109053 | -1836246 | -16009153 | -9679696 | -12135292 |
Profit Factor | 0.3586 | 1.5334 | 0.1759 | 1.0174 | 0.7475 | 1.2305 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 144 | 72 | 72 | 142 | 70 | 72 |
Losing Trades | 40 | 20 | 20 | 42 | 22 | 20 |
Profitability (%) | 78.2609 | 78.2609 | 78.2609 | 77.1739 | 76.087 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.0996 | 0.4259 | 0.0489 | 0.3009 | 0.2349 | 0.3418 |
Largest Winning Trade | 57838 | 57838 | 17933 | 19573217 | 2410837 | 19573217 |
Largest Losing Trade | -1672069 | -61239 | -1672069 | -10101457 | -7130159 | -10101457 |
Avg Bars in Trades | 41 | 43 | 38 | 41 | 43 | 38 |
Avg Bars in Winners | 14 | 14 | 15 | 15 | 14 | 16 |
Avg Bars in Losers | 135 | 148 | 123 | 126 | 135 | 118 |
Bars Traded | 7563 | 3986 | 3577 | 7563 | 3986 | 3577 |
Profit Streak | 406.8585 | 0 | 562.3585 | 406.8585 | 0 | 562.3585 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575565 | -237286 | -575760 | -408754 | -577427 | 315348 |
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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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