Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1339323.6621 | -86704.874 | -1252618.7881 | -50553.0765 | -3868394.036 | 3817840.9596 |
Total P&L (%) | -1339.3237 | -86.7049 | -1252.6188 | -50.5531 | -3868.394 | 3817.841 |
Avg Daily Profit (%) | -0.7142 | -0.0462 | -0.6679 | -0.0375 | 0 | 0.1958 |
Buy And Hold Return (%) | 274.511 | 274.511 | 274.511 | 274.511 | 274.511 | 274.511 |
Max Trade Drawdown | -1518671 | -223974 | -1305075 | -4454576 | -5085509 | -3625480 |
Profit Factor | 0.3504 | 0.8088 | 0.2211 | 0.9961 | 0.4102 | 1.5941 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 99 | 47 | 52 | 93 | 42 | 51 |
Losing Trades | 90 | 47 | 43 | 96 | 52 | 44 |
Profitability (%) | 52.381 | 50 | 54.7368 | 49.2063 | 44.6809 | 53.6842 |
Ratio Avg Win / Avg Loss | 0.3185 | 0.8088 | 0.1828 | 1.0282 | 0.5079 | 1.3753 |
Largest Winning Trade | 58230 | 58230 | 22595 | 6400855 | 908881 | 6400855 |
Largest Losing Trade | -961925 | -58817 | -961925 | -2949380 | -1863597 | -2949380 |
Avg Bars in Trades | 57 | 66 | 47 | 57 | 66 | 47 |
Avg Bars in Winners | 34 | 35 | 32 | 45 | 49 | 42 |
Avg Bars in Losers | 83 | 98 | 66 | 68 | 80 | 53 |
Bars Traded | 10847 | 6294 | 4553 | 10847 | 6294 | 4553 |
Profit Streak | 20.4054 | 45.2387 | 20.4054 | 20.4054 | 45.2387 | 20.4054 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578419 | -579588 | -579910 | -577369 | -581656 | 382100 |
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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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