Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1473453.4389 | 190663.1274 | -1664116.5663 | 4867830.0522 | -5432086.6957 | 10299916.7478 |
Total P&L (%) | -1473.4534 | 190.6631 | -1664.1166 | 4867.8301 | -5432.0867 | 10299.9167 |
Avg Daily Profit (%) | -0.7504 | 0.0971 | -0.8475 | 0.1991 | 0 | 0.2368 |
Buy And Hold Return (%) | 1612.8668 | 1612.8668 | 1612.8668 | 1612.8668 | 1612.8668 | 1612.8668 |
Max Trade Drawdown | -1704256 | -79254 | -1754433 | -18153851 | -17268130 | -7844090 |
Profit Factor | 0.3631 | 1.6124 | 0.1689 | 1.0779 | 0.8558 | 1.4154 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 175 | 91 | 84 | 171 | 89 | 82 |
Losing Trades | 45 | 19 | 26 | 49 | 21 | 28 |
Profitability (%) | 79.5455 | 82.7273 | 76.3636 | 77.7273 | 80.9091 | 74.5455 |
Ratio Avg Win / Avg Loss | 0.0934 | 0.3367 | 0.0523 | 0.3089 | 0.2019 | 0.4833 |
Largest Winning Trade | 41976 | 41976 | 13045 | 11488415 | 4248467 | 11488415 |
Largest Losing Trade | -1598559 | -61209 | -1598559 | -12191122 | -12191122 | -7359361 |
Avg Bars in Trades | 34 | 42 | 26 | 34 | 42 | 26 |
Avg Bars in Winners | 9 | 11 | 7 | 10 | 12 | 9 |
Avg Bars in Losers | 129 | 189 | 84 | 116 | 172 | 75 |
Bars Traded | 7555 | 4691 | 2864 | 7555 | 4691 | 2864 |
Profit Streak | 399.9622 | 0 | 547.9622 | 399.9622 | 0 | 547.9622 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575210 | -224667 | -576107 | -126197 | -576784 | 414033 |
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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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