Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1163888.264 | 79254.5744 | -1243142.8383 | 3814012.7429 | -24418475.085 | 28232487.8279 |
Total P&L (%) | -1163.8883 | 79.2546 | -1243.1428 | 3814.0127 | -24418.4751 | 28232.4878 |
Avg Daily Profit (%) | -0.5152 | 0.0351 | -0.5503 | 0.1625 | 0 | 0.2503 |
Buy And Hold Return (%) | 506.7059 | 506.7059 | 506.7059 | 506.7059 | 506.7059 | 506.7059 |
Max Trade Drawdown | -1246673 | -114365 | -1310072 | -35791024 | -33931864 | -10104343 |
Profit Factor | 0.3688 | 1.2688 | 0.1975 | 1.0521 | 0.5564 | 2.5552 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 147 | 71 | 76 | 129 | 61 | 68 |
Losing Trades | 32 | 18 | 14 | 50 | 28 | 22 |
Profitability (%) | 82.1229 | 79.7753 | 84.4444 | 72.067 | 68.5393 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.0803 | 0.3217 | 0.0364 | 0.4078 | 0.2554 | 0.8267 |
Largest Winning Trade | 49895 | 49895 | 24153 | 17186850 | 3680656 | 17186850 |
Largest Losing Trade | -908106 | -57102 | -908106 | -19925214 | -19925214 | -5333338 |
Avg Bars in Trades | 34 | 36 | 31 | 34 | 36 | 31 |
Avg Bars in Winners | 11 | 12 | 10 | 14 | 11 | 16 |
Avg Bars in Losers | 139 | 133 | 145 | 85 | 92 | 76 |
Bars Traded | 6086 | 3286 | 2799 | 6086 | 3286 | 2799 |
Profit Streak | 78.27 | 78.27 | 281.9367 | 78.27 | 78.27 | 281.9367 |
Trades During Streak | 11 | 5 | 17 | 11 | 5 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573808 | -308293 | -574877 | -151704 | -576948 | 556336 |
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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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