Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1353200.4193 | -54285.2121 | -1298915.2072 | -47272.5982 | -7367432.9098 | 7320160.3116 |
Total P&L (%) | -1353.2004 | -54.2852 | -1298.9152 | -47.2726 | -7367.4329 | 7320.1603 |
Avg Daily Profit (%) | -0.5969 | -0.0239 | -0.573 | -0.0282 | 0 | 0.1902 |
Buy And Hold Return (%) | 286.0215 | 286.0215 | 286.0215 | 286.0215 | 286.0215 | 286.0215 |
Max Trade Drawdown | -1398936 | -181289 | -1354488 | -11054102 | -10005378 | -1888147 |
Profit Factor | 0.3171 | 0.862 | 0.1821 | 0.9979 | 0.5156 | 2.0619 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 151 | 73 | 78 | 135 | 64 | 71 |
Losing Trades | 42 | 23 | 19 | 58 | 32 | 26 |
Profitability (%) | 78.2383 | 76.0417 | 80.4124 | 69.9482 | 66.6667 | 73.1959 |
Ratio Avg Win / Avg Loss | 0.0882 | 0.2716 | 0.0444 | 0.4287 | 0.2578 | 0.7551 |
Largest Winning Trade | 43753 | 43753 | 21045 | 8520315 | 1121745 | 8520315 |
Largest Losing Trade | -743999 | -61360 | -743999 | -5499312 | -5499312 | -1792516 |
Avg Bars in Trades | 66 | 72 | 61 | 66 | 72 | 61 |
Avg Bars in Winners | 14 | 14 | 15 | 20 | 16 | 25 |
Avg Bars in Losers | 254 | 256 | 251 | 173 | 183 | 160 |
Bars Traded | 12890 | 6933 | 5957 | 12890 | 6933 | 5957 |
Profit Streak | 23.8453 | 23.8453 | 55.512 | 23.8453 | 23.8453 | 55.512 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574641 | -576877 | -575270 | -575716 | -578092 | 492512 |
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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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