Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1793475.9247 | 17712.6068 | -1811188.5315 | 566564.0103 | -32485463.1162 | 33052027.1265 |
Total P&L (%) | -1793.4759 | 17.7126 | -1811.1885 | 566.564 | -32485.4631 | 33052.0271 |
Avg Daily Profit (%) | -0.7908 | 0.0078 | -0.7986 | 0.0837 | 0 | 0.2562 |
Buy And Hold Return (%) | 360.3018 | 360.3018 | 360.3018 | 360.3018 | 360.3018 | 360.3018 |
Max Trade Drawdown | -1914586 | -137906 | -1890754 | -48318858 | -37061475 | -22081686 |
Profit Factor | 0.2856 | 1.0526 | 0.1666 | 1.0053 | 0.5335 | 1.8754 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 147 | 71 | 76 | 133 | 63 | 70 |
Losing Trades | 40 | 22 | 18 | 54 | 30 | 24 |
Profitability (%) | 78.6096 | 76.3441 | 80.8511 | 71.123 | 67.7419 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.0777 | 0.3261 | 0.0395 | 0.4082 | 0.2541 | 0.643 |
Largest Winning Trade | 25621 | 25621 | 15853 | 24648789 | 3273990 | 24648789 |
Largest Losing Trade | -1412211 | -58495 | -1412211 | -28482905 | -28482905 | -15690184 |
Avg Bars in Trades | 21 | 25 | 18 | 21 | 25 | 18 |
Avg Bars in Winners | 6 | 8 | 6 | 9 | 9 | 8 |
Avg Bars in Losers | 77 | 80 | 72 | 53 | 58 | 48 |
Bars Traded | 4108 | 2337 | 1770 | 4108 | 2337 | 1770 |
Profit Streak | 88.395 | 88.395 | 292.895 | 88.395 | 88.395 | 292.895 |
Trades During Streak | 13 | 6 | 15 | 13 | 6 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574131 | -507398 | -574976 | -301276 | -576736 | 514868 |
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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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