Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1866437.515 | 53913.4517 | -1920350.9667 | 467802.1751 | -12190473.6915 | 12658275.8666 |
Total P&L (%) | -1866.4375 | 53.9135 | -1920.351 | 467.8022 | -12190.4737 | 12658.2759 |
Avg Daily Profit (%) | -0.9508 | 0.0275 | -0.9783 | 0.0885 | 0 | 0.2473 |
Buy And Hold Return (%) | 1534.6402 | 1534.6402 | 1534.6402 | 1534.6402 | 1534.6402 | 1534.6402 |
Max Trade Drawdown | -2029213 | -136369 | -2036491 | -13542848 | -12364183 | -6062900 |
Profit Factor | 0.2881 | 1.1637 | 0.1623 | 1.0119 | 0.3888 | 1.6553 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 124 | 61 | 63 | 116 | 55 | 61 |
Losing Trades | 40 | 21 | 19 | 48 | 27 | 21 |
Profitability (%) | 75.6098 | 74.3902 | 76.8293 | 70.7317 | 67.0732 | 74.3902 |
Ratio Avg Win / Avg Loss | 0.0929 | 0.4006 | 0.049 | 0.4187 | 0.1909 | 0.5699 |
Largest Winning Trade | 26248 | 26248 | 24547 | 22756485 | 1229327 | 22756485 |
Largest Losing Trade | -1672804 | -59272 | -1672804 | -7366333 | -7366333 | -3563476 |
Avg Bars in Trades | 69 | 73 | 64 | 69 | 73 | 64 |
Avg Bars in Winners | 22 | 24 | 19 | 25 | 26 | 24 |
Avg Bars in Losers | 215 | 217 | 214 | 175 | 170 | 182 |
Bars Traded | 11368 | 6056 | 5311 | 11368 | 6056 | 5311 |
Profit Streak | 406.7876 | 0 | 562.2876 | 406.7876 | 0 | 562.2876 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576013 | -365062 | -580095 | -445531 | -582745 | 329960 |
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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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