Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1944984.2594 | 39989.3179 | -1984973.5773 | 674858.4973 | -6956369.246 | 7631227.7433 |
Total P&L (%) | -1944.9843 | 39.9893 | -1984.9736 | 674.8585 | -6956.3692 | 7631.2277 |
Avg Daily Profit (%) | -0.9903 | 0.0204 | -1.0107 | 0.1043 | 0 | 0.2216 |
Buy And Hold Return (%) | 1578.7611 | 1578.7611 | 1578.7611 | 1578.7611 | 1578.7611 | 1578.7611 |
Max Trade Drawdown | -2093546 | -124844 | -2083845 | -11161063 | -9508001 | -4492351 |
Profit Factor | 0.24 | 1.1319 | 0.1202 | 1.0245 | 0.5525 | 1.6385 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 123 | 63 | 60 | 117 | 59 | 58 |
Losing Trades | 47 | 22 | 25 | 53 | 26 | 27 |
Profitability (%) | 72.3529 | 74.1176 | 70.5882 | 68.8235 | 69.4118 | 68.2353 |
Ratio Avg Win / Avg Loss | 0.0917 | 0.3953 | 0.0501 | 0.4641 | 0.2435 | 0.7627 |
Largest Winning Trade | 18657 | 18657 | 15155 | 14178875 | 1278318 | 14178875 |
Largest Losing Trade | -1755258 | -57407 | -1755258 | -5493511 | -5493511 | -3384544 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 10 | 11 | 9 | 11 | 11 | 12 |
Avg Bars in Losers | 93 | 105 | 83 | 80 | 89 | 72 |
Bars Traded | 5668 | 3020 | 2648 | 5668 | 3020 | 2648 |
Profit Streak | 400.1401 | 0 | 489.8068 | 400.1401 | 0 | 489.8068 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576404 | -405410 | -576804 | -410374 | -578310 | 386462 |
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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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