Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1247626.0666 | -12058.9006 | -1235567.166 | -921205.4639 | -8582179.796 | 7660974.3321 |
Total P&L (%) | -1247.6261 | -12.0589 | -1235.5672 | -921.2055 | -8582.1798 | 7660.9743 |
Avg Daily Profit (%) | -0.6823 | -0.0066 | -0.6757 | 0 | 0 | 0.2383 |
Buy And Hold Return (%) | 489.4693 | 489.4693 | 489.4693 | 489.4693 | 489.4693 | 489.4693 |
Max Trade Drawdown | -1368508 | -197316 | -1292344 | -26041732 | -19773037 | -7400932 |
Profit Factor | 0.3633 | 0.9685 | 0.2162 | 0.9806 | 0.6875 | 1.3837 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 135 | 68 | 67 | 88 | 42 | 46 |
Losing Trades | 35 | 17 | 18 | 82 | 43 | 39 |
Profitability (%) | 79.4118 | 80 | 78.8235 | 51.7647 | 49.4118 | 54.1176 |
Ratio Avg Win / Avg Loss | 0.0942 | 0.2421 | 0.0581 | 0.9137 | 0.7039 | 1.1731 |
Largest Winning Trade | 27866 | 27866 | 15365 | 14758855 | 3627792 | 14758855 |
Largest Losing Trade | -612276 | -75580 | -612276 | -16995038 | -16995038 | -5255927 |
Avg Bars in Trades | 20 | 22 | 19 | 20 | 22 | 19 |
Avg Bars in Winners | 7 | 7 | 8 | 19 | 19 | 19 |
Avg Bars in Losers | 69 | 79 | 60 | 21 | 24 | 18 |
Bars Traded | 3517 | 1879 | 1638 | 3517 | 1879 | 1638 |
Profit Streak | 36.3539 | 76.8539 | 36.3539 | 0 | 0 | 0 |
Trades During Streak | 7 | 6 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574199 | -575145 | -575375 | -579380 | -581055 | 340023 |
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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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