Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1700765.4841 | 24034.3473 | -1724799.8314 | 273692.1488 | -5563914.7872 | 5837606.936 |
Total P&L (%) | -1700.7655 | 24.0343 | -1724.7998 | 273.6921 | -5563.9148 | 5837.6069 |
Avg Daily Profit (%) | -0.9987 | 0.0141 | -1.0128 | 0.0774 | 0 | 0.2401 |
Buy And Hold Return (%) | 2093.0636 | 2093.0636 | 2093.0636 | 2093.0636 | 2093.0636 | 2093.0636 |
Max Trade Drawdown | -1760452 | -112252 | -1780264 | -8637722 | -5593328 | -5039767 |
Profit Factor | 0.2928 | 1.0699 | 0.1631 | 1.0124 | 0.4766 | 1.5116 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 128 | 63 | 65 | 118 | 57 | 61 |
Losing Trades | 44 | 23 | 21 | 54 | 29 | 25 |
Profitability (%) | 74.4186 | 73.2558 | 75.5814 | 68.6047 | 66.2791 | 70.9302 |
Ratio Avg Win / Avg Loss | 0.1006 | 0.3906 | 0.0527 | 0.4633 | 0.2425 | 0.6195 |
Largest Winning Trade | 28207 | 28207 | 17107 | 11356693 | 602016 | 11356693 |
Largest Losing Trade | -1392409 | -57493 | -1392409 | -3066793 | -3066793 | -2516215 |
Avg Bars in Trades | 115 | 116 | 114 | 115 | 116 | 114 |
Avg Bars in Winners | 45 | 45 | 45 | 50 | 46 | 53 |
Avg Bars in Losers | 319 | 310 | 329 | 258 | 253 | 263 |
Bars Traded | 19867 | 10009 | 9858 | 19867 | 10009 | 9858 |
Profit Streak | 414.6249 | 0 | 570.6249 | 414.6249 | 0 | 570.6249 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576126 | -482119 | -576073 | -459969 | -578714 | 320169 |
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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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