Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2072349.1444 | -196005.3536 | -1876343.7908 | -80550.2219 | 4869295.0311 | -4949845.253 |
Total P&L (%) | -2072.3491 | -196.0054 | -1876.3438 | -80.5502 | 4869.295 | -4949.8453 |
Avg Daily Profit (%) | -1.1102 | -0.105 | -1.0052 | -0.0877 | 0.2095 | 0 |
Buy And Hold Return (%) | 448.4922 | 448.4922 | 448.4922 | 448.4922 | 448.4922 | 448.4922 |
Max Trade Drawdown | -2193845 | -259826 | -1956628 | -4329540 | -418222 | -5585224 |
Profit Factor | 0.2113 | 0.5666 | 0.1374 | 0.9904 | 6.971 | 0.345 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 100 | 42 | 58 | 106 | 58 | 48 |
Losing Trades | 85 | 50 | 35 | 79 | 34 | 45 |
Profitability (%) | 54.0541 | 45.6522 | 62.3656 | 57.2973 | 63.0435 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.1796 | 0.6746 | 0.0829 | 0.7381 | 4.0865 | 0.3234 |
Largest Winning Trade | 20627 | 20627 | 17349 | 2020817 | 2020817 | 1421004 |
Largest Losing Trade | -1149788 | -62465 | -1149788 | -4299669 | -228770 | -4299669 |
Avg Bars in Trades | 118 | 145 | 91 | 118 | 145 | 91 |
Avg Bars in Winners | 52 | 52 | 52 | 139 | 177 | 94 |
Avg Bars in Losers | 195 | 222 | 155 | 88 | 90 | 87 |
Bars Traded | 21858 | 13355 | 8503 | 21858 | 13355 | 8503 |
Profit Streak | 20.4066 | 78.74 | 20.4066 | 20.4066 | 78.74 | 20.4066 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578223 | -581266 | -578926 | -577802 | 713439 | -580320 |
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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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