Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1681442.9645 | 55756.4092 | -1737199.3737 | 739380.4098 | -14880665.5374 | 15620045.9472 |
Total P&L (%) | -1681.443 | 55.7564 | -1737.1994 | 739.3804 | -14880.6655 | 15620.0459 |
Avg Daily Profit (%) | -0.708 | 0.0235 | -0.7315 | 0.0896 | 0 | 0.2132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1964515 | -113003 | -1977196 | -31420388 | -17988700 | -15101419 |
Profit Factor | 0.4597 | 1.1349 | 0.3563 | 1.0145 | 0.4366 | 1.6332 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 165 | 74 | 91 | 129 | 58 | 71 |
Losing Trades | 60 | 38 | 22 | 96 | 54 | 42 |
Profitability (%) | 73.3333 | 66.0714 | 80.531 | 57.3333 | 51.7857 | 62.8319 |
Ratio Avg Win / Avg Loss | 0.1672 | 0.5828 | 0.0861 | 0.755 | 0.4065 | 0.9661 |
Largest Winning Trade | 32061 | 21033 | 32061 | 11146944 | 2626066 | 11146944 |
Largest Losing Trade | -1246992 | -61589 | -1246992 | -14943011 | -14943011 | -9699062 |
Avg Bars in Trades | 62 | 31 | 93 | 62 | 31 | 93 |
Avg Bars in Winners | 37 | 21 | 50 | 48 | 20 | 70 |
Avg Bars in Losers | 132 | 52 | 270 | 81 | 43 | 130 |
Bars Traded | 14098 | 3567 | 10531 | 14098 | 3567 | 10531 |
Profit Streak | 21.1819 | 21.1819 | 26.1819 | 21.1819 | 21.1819 | 26.1819 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575108 | -233853 | -575348 | -275566 | -580251 | 408209 |
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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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