Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1594810.0417 | 126641.2227 | -1721451.2644 | 3737584.1366 | -5176677.6937 | 8914261.8303 |
Total P&L (%) | -1594.81 | 126.6412 | -1721.4513 | 3737.5841 | -5176.6777 | 8914.2618 |
Avg Daily Profit (%) | -0.812 | 0.0645 | -0.8765 | 0.1859 | 0 | 0.2295 |
Buy And Hold Return (%) | 2466.9824 | 2466.9824 | 2466.9824 | 2466.9824 | 2466.9824 | 2466.9824 |
Max Trade Drawdown | -1783507 | -87885 | -1811094 | -17988410 | -13915150 | -7387885 |
Profit Factor | 0.3133 | 1.4548 | 0.1578 | 1.0633 | 0.8242 | 1.3008 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 152 | 78 | 74 | 150 | 76 | 74 |
Losing Trades | 43 | 19 | 24 | 45 | 21 | 24 |
Profitability (%) | 77.9487 | 80.4124 | 75.5102 | 76.9231 | 78.3505 | 75.5102 |
Ratio Avg Win / Avg Loss | 0.0886 | 0.3544 | 0.0512 | 0.319 | 0.2277 | 0.4219 |
Largest Winning Trade | 23983 | 23403 | 23983 | 19577318 | 2706295 | 19577318 |
Largest Losing Trade | -1583824 | -61368 | -1583824 | -8873423 | -8873423 | -6639788 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 9 | 9 | 9 | 10 | 9 | 11 |
Avg Bars in Losers | 95 | 111 | 82 | 88 | 100 | 76 |
Bars Traded | 5543 | 2873 | 2670 | 5543 | 2873 | 2670 |
Profit Streak | 401.3617 | 0 | 557.0284 | 401.3617 | 0 | 557.0284 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575270 | -269057 | -575857 | -149442 | -576842 | 326393 |
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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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