Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1873971.0567 | 54595.9276 | -1928566.9842 | 1014634.4978 | -12892045.4452 | 13906679.943 |
Total P&L (%) | -1873.9711 | 54.5959 | -1928.567 | 1014.6345 | -12892.0454 | 13906.6799 |
Avg Daily Profit (%) | -0.9544 | 0.0278 | -0.9822 | 0.1229 | 0 | 0.252 |
Buy And Hold Return (%) | 1596.78 | 1596.78 | 1596.78 | 1596.78 | 1596.78 | 1596.78 |
Max Trade Drawdown | -2016906 | -120770 | -2029051 | -18356724 | -15844175 | -5545266 |
Profit Factor | 0.2753 | 1.1615 | 0.142 | 1.0233 | 0.4856 | 1.7499 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 143 | 74 | 69 | 137 | 71 | 66 |
Losing Trades | 43 | 19 | 24 | 49 | 22 | 27 |
Profitability (%) | 76.8817 | 79.5699 | 74.1935 | 73.6559 | 76.3441 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.0828 | 0.2982 | 0.0494 | 0.366 | 0.1505 | 0.7159 |
Largest Winning Trade | 23230 | 23230 | 17339 | 23802117 | 2647132 | 23802117 |
Largest Losing Trade | -1642921 | -60723 | -1642921 | -9239615 | -9239615 | -3337879 |
Avg Bars in Trades | 40 | 43 | 38 | 40 | 43 | 38 |
Avg Bars in Winners | 14 | 18 | 11 | 16 | 18 | 14 |
Avg Bars in Losers | 127 | 140 | 116 | 109 | 123 | 97 |
Bars Traded | 7600 | 4031 | 3569 | 7600 | 4031 | 3569 |
Profit Streak | 400.3608 | 0 | 556.1108 | 400.3608 | 0 | 556.1108 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575733 | -362225 | -576284 | -386311 | -577391 | 471500 |
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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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