Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1939152.9778 | -48792.0432 | -1890360.9346 | -153424.2109 | -5129488.133 | 4976063.9221 |
Total P&L (%) | -1939.153 | -48.792 | -1890.3609 | -153.4242 | -5129.4881 | 4976.0639 |
Avg Daily Profit (%) | -0.8218 | -0.0207 | -0.8012 | 0 | 0 | 0.1666 |
Buy And Hold Return (%) | 544.3894 | 544.3894 | 544.3894 | 544.3894 | 544.3894 | 544.3894 |
Max Trade Drawdown | -2089463 | -216042 | -1975902 | -6983132 | -6173004 | -1708040 |
Profit Factor | 0.3106 | 0.9016 | 0.1842 | 0.9884 | 0.412 | 2.0942 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 201 | 99 | 102 | 143 | 68 | 75 |
Losing Trades | 75 | 39 | 36 | 133 | 70 | 63 |
Profitability (%) | 72.8261 | 71.7391 | 73.913 | 51.8116 | 49.2754 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.1159 | 0.3552 | 0.065 | 0.9193 | 0.4241 | 1.7591 |
Largest Winning Trade | 31558 | 31558 | 25466 | 4036241 | 533901 | 4036241 |
Largest Losing Trade | -1515019 | -62171 | -1515019 | -1997888 | -1997888 | -904573 |
Avg Bars in Trades | 33 | 39 | 27 | 33 | 39 | 27 |
Avg Bars in Winners | 10 | 11 | 10 | 29 | 30 | 27 |
Avg Bars in Losers | 94 | 112 | 76 | 38 | 48 | 27 |
Bars Traded | 9246 | 5467 | 3779 | 9246 | 5467 | 3779 |
Profit Streak | 16.8011 | 16.8011 | 40.0511 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574674 | -576615 | -576021 | -579099 | -581248 | 445932 |
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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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