Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -996330.3098 | 135819.0348 | -1132149.3447 | 946613.5641 | -6857611.8325 | 7804225.3966 |
Total P&L (%) | -996.3303 | 135.819 | -1132.1493 | 946.6136 | -6857.6118 | 7804.2254 |
Avg Daily Profit (%) | -0.5074 | 0.0692 | -0.5766 | 0.1197 | 0 | 0.2228 |
Buy And Hold Return (%) | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 |
Max Trade Drawdown | -1128234 | -123656 | -1242014 | -18038631 | -13779839 | -7489859 |
Profit Factor | 0.469 | 1.3838 | 0.2563 | 1.0263 | 0.6869 | 1.5525 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 152 | 77 | 75 | 142 | 70 | 72 |
Losing Trades | 45 | 21 | 24 | 55 | 28 | 27 |
Profitability (%) | 77.1574 | 78.5714 | 75.7576 | 72.0812 | 71.4286 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.1388 | 0.3774 | 0.082 | 0.3975 | 0.2748 | 0.5822 |
Largest Winning Trade | 34972 | 34972 | 21541 | 8754291 | 1896167 | 8754291 |
Largest Losing Trade | -905114 | -60146 | -905114 | -10232333 | -10232333 | -4843396 |
Avg Bars in Trades | 38 | 45 | 32 | 38 | 45 | 32 |
Avg Bars in Winners | 12 | 11 | 12 | 13 | 12 | 14 |
Avg Bars in Losers | 128 | 168 | 93 | 103 | 128 | 78 |
Bars Traded | 7633 | 4457 | 3176 | 7633 | 4457 | 3176 |
Profit Streak | 401.7353 | 0 | 558.2353 | 401.7353 | 0 | 558.2353 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575640 | -263736 | -576015 | -387432 | -578015 | 375254 |
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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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