Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1215758.9922 | -56346.7133 | -1159412.2789 | -335279.4323 | -3894911.3637 | 3559631.9313 |
Total P&L (%) | -1215.759 | -56.3467 | -1159.4123 | -335.2794 | -3894.9114 | 3559.6319 |
Avg Daily Profit (%) | -0.6695 | -0.031 | -0.6384 | 0 | 0 | 0.1984 |
Buy And Hold Return (%) | 698.2164 | 698.2164 | 698.2164 | 698.2164 | 698.2164 | 698.2164 |
Max Trade Drawdown | -1343143 | -245529 | -1213413 | -12182179 | -9910291 | -2616792 |
Profit Factor | 0.3602 | 0.8682 | 0.2127 | 0.9837 | 0.7015 | 1.4724 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 113 | 53 | 60 | 86 | 39 | 47 |
Losing Trades | 61 | 34 | 27 | 88 | 48 | 40 |
Profitability (%) | 64.9425 | 60.9195 | 68.9655 | 49.4253 | 44.8276 | 54.023 |
Ratio Avg Win / Avg Loss | 0.1945 | 0.557 | 0.0957 | 1.0066 | 0.8634 | 1.2531 |
Largest Winning Trade | 27203 | 27203 | 19240 | 4417090 | 1639642 | 4417090 |
Largest Losing Trade | -534577 | -74712 | -534577 | -8265735 | -8265735 | -1439627 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 6 | 7 | 6 | 18 | 19 | 16 |
Avg Bars in Losers | 45 | 45 | 44 | 22 | 24 | 19 |
Bars Traded | 3530 | 1957 | 1573 | 3530 | 1957 | 1573 |
Profit Streak | 0 | 0 | 0 | 9.7765 | 9.7765 | 12.7765 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577651 | -579128 | -578085 | -577039 | -582168 | 323404 |
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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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