Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1638273.0648 | -22479.398 | -1615793.6668 | 845788.7149 | -11633033.438 | 12478822.153 |
Total P&L (%) | -1638.2731 | -22.4794 | -1615.7937 | 845.7887 | -11633.0334 | 12478.8222 |
Avg Daily Profit (%) | -0.7242 | -0.0099 | -0.7142 | 0.0994 | 0 | 0.2139 |
Buy And Hold Return (%) | 187.3211 | 187.3211 | 187.3211 | 187.3211 | 187.3211 | 187.3211 |
Max Trade Drawdown | -1851185 | -140344 | -1771823 | -11628493 | -11895355 | -2705308 |
Profit Factor | 0.342 | 0.9531 | 0.1964 | 1.0292 | 0.4334 | 2.4818 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 99 | 47 | 52 | 99 | 44 | 55 |
Losing Trades | 79 | 42 | 37 | 79 | 45 | 34 |
Profitability (%) | 55.618 | 52.809 | 58.427 | 55.618 | 49.4382 | 61.7978 |
Ratio Avg Win / Avg Loss | 0.2729 | 0.8517 | 0.1397 | 0.8213 | 0.4432 | 1.5342 |
Largest Winning Trade | 55081 | 55081 | 47632 | 11649853 | 1729822 | 11649853 |
Largest Losing Trade | -1189570 | -50060 | -1189570 | -5817900 | -5817900 | -1566856 |
Avg Bars in Trades | 75 | 73 | 76 | 75 | 73 | 76 |
Avg Bars in Winners | 41 | 36 | 46 | 46 | 33 | 57 |
Avg Bars in Losers | 117 | 115 | 119 | 111 | 113 | 108 |
Bars Traded | 13396 | 6570 | 6826 | 13396 | 6570 | 6826 |
Profit Streak | 2.0187 | 0 | 13.352 | 2.0187 | 0 | 13.352 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581174 | -580730 | -578923 | -252123 | -581312 | 556434 |
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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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