Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1825868.3294 | 110028.1165 | -1935896.4459 | 278161.4252 | -6502389.9731 | 6780551.3983 |
Total P&L (%) | -1825.8683 | 110.0281 | -1935.8964 | 278.1614 | -6502.39 | 6780.5514 |
Avg Daily Profit (%) | -0.9297 | 0.056 | -0.9857 | 0.0678 | 0 | 0.2157 |
Buy And Hold Return (%) | 1629.2616 | 1629.2616 | 1629.2616 | 1629.2616 | 1629.2616 | 1629.2616 |
Max Trade Drawdown | -1952867 | -142535 | -2026650 | -13784019 | -11371406 | -4967220 |
Profit Factor | 0.324 | 1.2957 | 0.1687 | 1.0083 | 0.6708 | 1.4892 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 173 | 85 | 88 | 165 | 80 | 85 |
Losing Trades | 57 | 30 | 27 | 65 | 35 | 30 |
Profitability (%) | 75.2174 | 73.913 | 76.5217 | 71.7391 | 69.5652 | 73.913 |
Ratio Avg Win / Avg Loss | 0.1067 | 0.4573 | 0.0518 | 0.3972 | 0.2935 | 0.5256 |
Largest Winning Trade | 38165 | 38165 | 25657 | 13431565 | 2078818 | 13431565 |
Largest Losing Trade | -1780625 | -64161 | -1780625 | -7410811 | -7410811 | -3048357 |
Avg Bars in Trades | 24 | 26 | 23 | 24 | 26 | 23 |
Avg Bars in Winners | 7 | 8 | 6 | 8 | 8 | 8 |
Avg Bars in Losers | 76 | 77 | 76 | 66 | 66 | 65 |
Bars Traded | 5675 | 3017 | 2658 | 5675 | 3017 | 2658 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576027 | -282089 | -577032 | -477042 | -578212 | 326647 |
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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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