Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1497068.1656 | 186536.7077 | -1683604.8733 | 606848.7676 | -8503496.0032 | 9110344.7708 |
Total P&L (%) | -1497.0682 | 186.5367 | -1683.6049 | 606.8488 | -8503.496 | 9110.3448 |
Avg Daily Profit (%) | -0.8791 | 0.1095 | -0.9886 | 0.1149 | 0 | 0.2659 |
Buy And Hold Return (%) | 2134.3934 | 2134.3934 | 2134.3934 | 2134.3934 | 2134.3934 | 2134.3934 |
Max Trade Drawdown | -1727539 | -80153 | -1800554 | -10385089 | -8921285 | -5202167 |
Profit Factor | 0.35 | 1.7246 | 0.177 | 1.0252 | 0.2943 | 1.7586 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 60 | 29 | 31 | 56 | 26 | 30 |
Losing Trades | 34 | 18 | 16 | 38 | 21 | 17 |
Profitability (%) | 63.8298 | 61.7021 | 65.9574 | 59.5745 | 55.3191 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.1983 | 1.0704 | 0.0913 | 0.6957 | 0.2377 | 0.9966 |
Largest Winning Trade | 83835 | 83835 | 70804 | 17186373 | 1074325 | 17186373 |
Largest Losing Trade | -1534631 | -59892 | -1534631 | -3945349 | -3738796 | -3945349 |
Avg Bars in Trades | 211 | 216 | 206 | 211 | 216 | 206 |
Avg Bars in Winners | 109 | 115 | 103 | 118 | 122 | 115 |
Avg Bars in Losers | 391 | 378 | 405 | 347 | 332 | 366 |
Bars Traded | 19853 | 10167 | 9686 | 19853 | 10167 | 9686 |
Profit Streak | 440.8323 | 440.8323 | 560.0823 | 440.8323 | 440.8323 | 560.0823 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577118 | -208198 | -577293 | -396584 | -579422 | 373769 |
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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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