Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1218313.1501 | 142079.8976 | -1360393.0477 | 252071.503 | -11965659.3498 | 12217730.8528 |
Total P&L (%) | -1218.3132 | 142.0799 | -1360.393 | 252.0715 | -11965.6594 | 12217.7309 |
Avg Daily Profit (%) | -0.6205 | 0.0724 | -0.6928 | 0.0641 | 0 | 0.2455 |
Buy And Hold Return (%) | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 |
Max Trade Drawdown | -1392073 | -128697 | -1470946 | -26402184 | -15394787 | -14407778 |
Profit Factor | 0.4613 | 1.3392 | 0.2617 | 1.0034 | 0.6693 | 1.3148 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 149 | 73 | 76 | 133 | 64 | 69 |
Losing Trades | 48 | 25 | 23 | 64 | 34 | 30 |
Profitability (%) | 75.6345 | 74.4898 | 76.7677 | 67.5127 | 65.3061 | 69.697 |
Ratio Avg Win / Avg Loss | 0.1486 | 0.4586 | 0.0792 | 0.4828 | 0.3555 | 0.5716 |
Largest Winning Trade | 30082 | 30082 | 23186 | 26780927 | 5333971 | 26780927 |
Largest Losing Trade | -1074830 | -55165 | -1074830 | -12564018 | -12388011 | -12564018 |
Avg Bars in Trades | 38 | 42 | 34 | 38 | 42 | 34 |
Avg Bars in Winners | 16 | 16 | 15 | 17 | 17 | 18 |
Avg Bars in Losers | 107 | 118 | 95 | 81 | 90 | 71 |
Bars Traded | 7588 | 4193 | 3395 | 7588 | 4193 | 3395 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576423 | -260286 | -577320 | -488280 | -578808 | 341089 |
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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) |
---|