Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1457366.839 | 145391.0832 | -1602757.9222 | 272599.7375 | -11162819.4674 | 11435419.2049 |
Total P&L (%) | -1457.3668 | 145.3911 | -1602.7579 | 272.5997 | -11162.8195 | 11435.4192 |
Avg Daily Profit (%) | -0.7424 | 0.0741 | -0.8165 | 0.067 | 0 | 0.2422 |
Buy And Hold Return (%) | 2154.3078 | 2154.3078 | 2154.3078 | 2154.3078 | 2154.3078 | 2154.3078 |
Max Trade Drawdown | -1691997 | -163217 | -1715632 | -20412906 | -15642011 | -10798997 |
Profit Factor | 0.4125 | 1.3264 | 0.2124 | 1.0041 | 0.6722 | 1.3579 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 108 | 51 | 57 | 110 | 49 | 61 |
Losing Trades | 84 | 45 | 39 | 82 | 47 | 35 |
Profitability (%) | 56.25 | 53.125 | 59.375 | 57.2917 | 51.0417 | 63.5417 |
Ratio Avg Win / Avg Loss | 0.3208 | 1.1703 | 0.1454 | 0.7485 | 0.6448 | 0.7791 |
Largest Winning Trade | 56651 | 56651 | 31694 | 22657518 | 5540196 | 22657518 |
Largest Losing Trade | -1432388 | -58331 | -1432388 | -11037822 | -11037822 | -7709864 |
Avg Bars in Trades | 59 | 63 | 56 | 59 | 63 | 56 |
Avg Bars in Winners | 34 | 36 | 33 | 35 | 36 | 34 |
Avg Bars in Losers | 92 | 94 | 89 | 92 | 91 | 93 |
Bars Traded | 11493 | 6102 | 5391 | 11493 | 6102 | 5391 |
Profit Streak | 401.8839 | 0 | 475.8839 | 401.8839 | 0 | 475.8839 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578376 | -259477 | -578899 | -484326 | -580940 | 304544 |
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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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