Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1517183.247 | 180178.3215 | -1697361.5685 | 177218.9353 | -3904521.4357 | 4081740.371 |
Total P&L (%) | -1517.1832 | 180.1783 | -1697.3616 | 177.2189 | -3904.5214 | 4081.7404 |
Avg Daily Profit (%) | -0.7727 | 0.0918 | -0.8645 | 0.0519 | 0 | 0.1903 |
Buy And Hold Return (%) | 1377.4143 | 1377.4143 | 1377.4143 | 1377.4143 | 1377.4143 | 1377.4143 |
Max Trade Drawdown | -1735772 | -87702 | -1846471 | -9400857 | -4153128 | -6146790 |
Profit Factor | 0.3879 | 1.5278 | 0.2059 | 1.0085 | 0.5777 | 1.3527 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 154 | 77 | 77 | 148 | 72 | 76 |
Losing Trades | 44 | 22 | 22 | 50 | 27 | 23 |
Profitability (%) | 77.7778 | 77.7778 | 77.7778 | 74.7475 | 72.7273 | 76.7677 |
Ratio Avg Win / Avg Loss | 0.1108 | 0.4365 | 0.0588 | 0.3407 | 0.2166 | 0.4094 |
Largest Winning Trade | 57838 | 57838 | 22384 | 11147084 | 1290434 | 11147084 |
Largest Losing Trade | -1623857 | -60146 | -1623857 | -3819142 | -2649433 | -3819142 |
Avg Bars in Trades | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Winners | 13 | 13 | 12 | 14 | 13 | 14 |
Avg Bars in Losers | 127 | 133 | 120 | 110 | 110 | 111 |
Bars Traded | 7607 | 3980 | 3626 | 7607 | 3980 | 3626 |
Profit Streak | 407.5519 | 0 | 564.3019 | 407.5519 | 0 | 564.3019 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575555 | -232834 | -575754 | -497326 | -577844 | 303954 |
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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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