Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1864586.2787 | -129843.9034 | -1734742.3753 | -54020.4566 | -6224556.6716 | 6170536.215 |
Total P&L (%) | -1864.5863 | -129.8439 | -1734.7424 | -54.0205 | -6224.5567 | 6170.5362 |
Avg Daily Profit (%) | -0.8224 | -0.0573 | -0.7651 | -0.0343 | 0 | 0.1827 |
Buy And Hold Return (%) | 370.1812 | 370.1812 | 370.1812 | 370.1812 | 370.1812 | 370.1812 |
Max Trade Drawdown | -1893206 | -196364 | -1770860 | -6778565 | -6227811 | -1623191 |
Profit Factor | 0.2372 | 0.7068 | 0.1333 | 0.9964 | 0.3792 | 2.2431 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 140 | 68 | 72 | 124 | 59 | 65 |
Losing Trades | 49 | 26 | 23 | 65 | 35 | 30 |
Profitability (%) | 74.0741 | 72.3404 | 75.7895 | 65.6085 | 62.766 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.083 | 0.2703 | 0.0426 | 0.5223 | 0.225 | 1.0353 |
Largest Winning Trade | 42682 | 42682 | 26403 | 7452201 | 900660 | 7452201 |
Largest Losing Trade | -1172794 | -59450 | -1172794 | -3191308 | -3191308 | -1269836 |
Avg Bars in Trades | 45 | 57 | 33 | 45 | 57 | 33 |
Avg Bars in Winners | 13 | 16 | 11 | 17 | 19 | 16 |
Avg Bars in Losers | 135 | 163 | 104 | 98 | 120 | 71 |
Bars Traded | 8590 | 5362 | 3228 | 8590 | 5362 | 3228 |
Profit Streak | 18.1681 | 0 | 56.1681 | 18.1681 | 0 | 56.1681 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576103 | -577907 | -576056 | -577201 | -579426 | 533316 |
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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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