Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1704812.3961 | 6150.8739 | -1710963.27 | 867652.5408 | -18801406.4088 | 19669058.9496 |
Total P&L (%) | -1704.8124 | 6.1509 | -1710.9633 | 867.6525 | -18801.4064 | 19669.059 |
Avg Daily Profit (%) | -0.7227 | 0.0026 | -0.7253 | 0.0963 | 0 | 0.2244 |
Buy And Hold Return (%) | 633.3204 | 633.3204 | 633.3204 | 633.3204 | 633.3204 | 633.3204 |
Max Trade Drawdown | -1816334 | -119487 | -1820960 | -33198143 | -31778727 | -12352582 |
Profit Factor | 0.2845 | 1.018 | 0.1618 | 1.0141 | 0.5814 | 2.195 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 166 | 79 | 87 | 156 | 73 | 83 |
Losing Trades | 27 | 17 | 10 | 37 | 23 | 14 |
Profitability (%) | 86.0104 | 82.2917 | 89.6907 | 80.829 | 76.0417 | 85.567 |
Ratio Avg Win / Avg Loss | 0.0463 | 0.2191 | 0.0186 | 0.2405 | 0.1832 | 0.3702 |
Largest Winning Trade | 20421 | 20421 | 10726 | 7420990 | 1888882 | 7420990 |
Largest Losing Trade | -1271858 | -56693 | -1271858 | -14234644 | -14234644 | -7047593 |
Avg Bars in Trades | 72 | 80 | 64 | 72 | 80 | 64 |
Avg Bars in Winners | 22 | 22 | 23 | 28 | 23 | 33 |
Avg Bars in Losers | 374 | 350 | 415 | 254 | 260 | 244 |
Bars Traded | 13925 | 7717 | 6209 | 13925 | 7717 | 6209 |
Profit Streak | 77.4865 | 77.4865 | 280.1532 | 77.4865 | 77.4865 | 280.1532 |
Trades During Streak | 13 | 6 | 15 | 13 | 6 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573326 | -551892 | -574380 | -314671 | -575908 | 563088 |
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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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