Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1199718.9975 | -36728.8968 | -1162990.1007 | -565346.191 | -6730837.8328 | 6165491.6418 |
Total P&L (%) | -1199.719 | -36.7289 | -1162.9901 | -565.3462 | -6730.8378 | 6165.4916 |
Avg Daily Profit (%) | -0.6608 | -0.0202 | -0.6406 | 0 | 0 | 0.2282 |
Buy And Hold Return (%) | 769.3175 | 769.3175 | 769.3175 | 769.3175 | 769.3175 | 769.3175 |
Max Trade Drawdown | -1266183 | -209122 | -1196283 | -21479621 | -16572668 | -5309346 |
Profit Factor | 0.3439 | 0.8971 | 0.2097 | 0.9813 | 0.6556 | 1.5811 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 137 | 66 | 71 | 92 | 43 | 49 |
Losing Trades | 39 | 22 | 17 | 84 | 45 | 39 |
Profitability (%) | 77.8409 | 75 | 80.6818 | 52.2727 | 48.8636 | 55.6818 |
Ratio Avg Win / Avg Loss | 0.0979 | 0.299 | 0.0502 | 0.8959 | 0.6861 | 1.2584 |
Largest Winning Trade | 27203 | 27203 | 14308 | 5504574 | 1627258 | 5504574 |
Largest Losing Trade | -577025 | -75136 | -577025 | -14167208 | -14167208 | -3823571 |
Avg Bars in Trades | 39 | 43 | 35 | 39 | 43 | 35 |
Avg Bars in Winners | 11 | 9 | 13 | 38 | 39 | 36 |
Avg Bars in Losers | 138 | 145 | 128 | 41 | 47 | 35 |
Bars Traded | 6986 | 3828 | 3159 | 6986 | 3828 | 3159 |
Profit Streak | 23.4903 | 63.9903 | 23.4903 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574567 | -576081 | -575357 | -579561 | -581538 | 377922 |
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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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