Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1728468.2427 | 101280.9103 | -1829749.153 | 156602.7834 | -4233306.7831 | 4389909.5666 |
Total P&L (%) | -1728.4682 | 101.2809 | -1829.7492 | 156.6028 | -4233.3068 | 4389.9096 |
Avg Daily Profit (%) | -0.8801 | 0.0516 | -0.9316 | 0.048 | 0 | 0.1939 |
Buy And Hold Return (%) | 1596.78 | 1596.78 | 1596.78 | 1596.78 | 1596.78 | 1596.78 |
Max Trade Drawdown | -1884165 | -94132 | -1938144 | -6471999 | -4347401 | -3789959 |
Profit Factor | 0.3268 | 1.2814 | 0.1711 | 1.0081 | 0.545 | 1.4379 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 139 | 68 | 71 | 131 | 63 | 68 |
Losing Trades | 41 | 22 | 19 | 49 | 27 | 22 |
Profitability (%) | 77.2222 | 75.5556 | 78.8889 | 72.7778 | 70 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.0964 | 0.4146 | 0.0458 | 0.3771 | 0.2336 | 0.4652 |
Largest Winning Trade | 37521 | 37521 | 20523 | 10478275 | 1822514 | 10478275 |
Largest Losing Trade | -1642921 | -59272 | -1642921 | -3277557 | -3277557 | -2120681 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 7 | 7 | 7 | 8 | 8 | 8 |
Avg Bars in Losers | 66 | 66 | 67 | 55 | 55 | 56 |
Bars Traded | 3802 | 1996 | 1807 | 3802 | 1996 | 1807 |
Profit Streak | 403.2902 | 0 | 560.2902 | 403.2902 | 0 | 560.2902 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575443 | -287967 | -575372 | -503117 | -577943 | 319842 |
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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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