Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1524142.4606 | 91343.3622 | -1615485.8228 | 438614.4782 | 8079236.5269 | -7640622.0487 |
Total P&L (%) | -1524.1425 | 91.3434 | -1615.4858 | 438.6145 | 8079.2365 | -7640.622 |
Avg Daily Profit (%) | -0.6458 | 0.0387 | -0.6845 | 0.0714 | 0.1868 | 0 |
Buy And Hold Return (%) | 387.8996 | 387.8996 | 387.8996 | 387.8996 | 387.8996 | 387.8996 |
Max Trade Drawdown | -1775455 | -111499 | -1780254 | -11898627 | -2641110 | -13325304 |
Profit Factor | 0.373 | 1.2615 | 0.2239 | 1.0178 | 1.8942 | 0.5103 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 132 | 62 | 70 | 96 | 51 | 45 |
Losing Trades | 34 | 21 | 13 | 70 | 32 | 38 |
Profitability (%) | 79.5181 | 74.6988 | 84.3373 | 57.8313 | 61.4458 | 54.2169 |
Ratio Avg Win / Avg Loss | 0.0961 | 0.4273 | 0.0416 | 0.7421 | 1.1885 | 0.431 |
Largest Winning Trade | 29592 | 29592 | 19760 | 6871438 | 6871438 | 2999937 |
Largest Losing Trade | -1443490 | -66228 | -1443490 | -3219374 | -1395050 | -3219374 |
Avg Bars in Trades | 27 | 30 | 24 | 27 | 30 | 24 |
Avg Bars in Winners | 10 | 12 | 8 | 26 | 30 | 22 |
Avg Bars in Losers | 92 | 82 | 109 | 28 | 30 | 26 |
Bars Traded | 4558 | 2533 | 2025 | 4558 | 2533 | 2025 |
Profit Streak | 55.2005 | 78.2005 | 55.2005 | 55.2005 | 78.2005 | 55.2005 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574060 | -304684 | -575261 | -421727 | 460912 | -579302 |
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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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