Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1590674.9603 | 129122.5387 | -1719797.499 | -81121.0877 | -4793918.5568 | 4712797.4691 |
Total P&L (%) | -1590.675 | 129.1225 | -1719.7975 | -81.1211 | -4793.9186 | 4712.7975 |
Avg Daily Profit (%) | -0.8099 | 0.0657 | -0.8757 | -0.0848 | 0 | 0.1974 |
Buy And Hold Return (%) | 1617.5192 | 1617.5192 | 1617.5192 | 1617.5192 | 1617.5192 | 1617.5192 |
Max Trade Drawdown | -1736169 | -124714 | -1820198 | -9602697 | -4985018 | -4860657 |
Profit Factor | 0.3855 | 1.2986 | 0.2024 | 0.9946 | 0.3543 | 1.6271 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 180 | 88 | 92 | 162 | 78 | 84 |
Losing Trades | 58 | 31 | 27 | 76 | 41 | 35 |
Profitability (%) | 75.6303 | 73.9496 | 77.3109 | 68.0672 | 65.5462 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.1242 | 0.4575 | 0.0594 | 0.4666 | 0.1862 | 0.678 |
Largest Winning Trade | 69263 | 69263 | 25657 | 10989059 | 1212891 | 10989059 |
Largest Losing Trade | -1565037 | -57493 | -1565037 | -1739578 | -1466535 | -1739578 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 9 | 9 | 10 | 10 | 9 | 11 |
Avg Bars in Losers | 69 | 70 | 68 | 52 | 54 | 51 |
Bars Traded | 5743 | 2978 | 2765 | 5743 | 2978 | 2765 |
Profit Streak | 410.4727 | 0 | 484.1394 | 410.4727 | 0 | 484.1394 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575346 | -269093 | -575583 | -576327 | -578722 | 330338 |
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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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