Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1792079.36 | 42036.4775 | -1834115.8375 | -2817892.8052 | -40059530.6534 | 37241637.8482 |
Total P&L (%) | -1792.0794 | 42.0365 | -1834.1158 | -2817.8928 | -40059.5307 | 37241.6378 |
Avg Daily Profit (%) | -0.7921 | 0.0186 | -0.8107 | 0 | 0 | 0.2621 |
Buy And Hold Return (%) | 214.382 | 214.382 | 214.382 | 214.382 | 214.382 | 214.382 |
Max Trade Drawdown | -2135805 | -103721 | -2102381 | -132168606 | -85045750 | -73185817 |
Profit Factor | 0.3407 | 1.1885 | 0.2649 | 0.9901 | 0.619 | 1.209 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 133 | 62 | 71 | 94 | 45 | 49 |
Losing Trades | 48 | 29 | 19 | 87 | 46 | 41 |
Profitability (%) | 73.4807 | 68.1319 | 78.8889 | 51.9337 | 49.4505 | 54.4444 |
Ratio Avg Win / Avg Loss | 0.1229 | 0.5559 | 0.0709 | 0.9163 | 0.6327 | 1.0117 |
Largest Winning Trade | 27351 | 24299 | 27351 | 28048201 | 9940329 | 28048201 |
Largest Losing Trade | -1411715 | -32289 | -1411715 | -70078913 | -38449330 | -70078913 |
Avg Bars in Trades | 24 | 5 | 44 | 24 | 5 | 44 |
Avg Bars in Winners | 13 | 3 | 22 | 25 | 4 | 45 |
Avg Bars in Losers | 55 | 8 | 126 | 23 | 5 | 43 |
Bars Traded | 4460 | 477 | 3982 | 4460 | 477 | 3982 |
Profit Streak | 4.8973 | 4.8973 | 60.3973 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575420 | -345490 | -575676 | -579301 | -581024 | 300929 |
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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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