Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -767727.1545 | 116738.3764 | -884465.5308 | 1126264.3937 | 5635139.1357 | -4508874.742 |
Total P&L (%) | -767.7272 | 116.7384 | -884.4655 | 1126.2644 | 5635.1391 | -4508.8747 |
Avg Daily Profit (%) | -0.4203 | 0.0639 | -0.4842 | 0.1373 | 0.2219 | 0 |
Buy And Hold Return (%) | 710.5561 | 710.5561 | 710.5561 | 710.5561 | 710.5561 | 710.5561 |
Max Trade Drawdown | -877687 | -137494 | -931346 | -17236098 | -7308759 | -10557455 |
Profit Factor | 0.6203 | 1.217 | 0.4039 | 1.0248 | 1.2924 | 0.8275 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 151 | 74 | 77 | 133 | 65 | 68 |
Losing Trades | 103 | 53 | 50 | 121 | 62 | 59 |
Profitability (%) | 59.4488 | 58.2677 | 60.6299 | 52.3622 | 51.1811 | 53.5433 |
Ratio Avg Win / Avg Loss | 0.4231 | 0.8716 | 0.2623 | 0.9323 | 1.2328 | 0.7179 |
Largest Winning Trade | 37961 | 37961 | 30100 | 11531902 | 11531902 | 5070129 |
Largest Losing Trade | -444924 | -75619 | -444924 | -7700631 | -2041433 | -7700631 |
Avg Bars in Trades | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Winners | 16 | 16 | 16 | 28 | 30 | 26 |
Avg Bars in Losers | 45 | 47 | 42 | 27 | 28 | 26 |
Bars Traded | 7142 | 3752 | 3390 | 7142 | 3752 | 3390 |
Profit Streak | 23.8043 | 23.8043 | 36.3043 | 23.8043 | 23.8043 | 36.3043 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576440 | -273303 | -577902 | -210454 | 342309 | -578820 |
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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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