Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1656856.4099 | 110857.1026 | -1767713.5125 | 4303.7179 | -4135986.7128 | 4140290.4307 |
Total P&L (%) | -1656.8564 | 110.8571 | -1767.7135 | 4.3037 | -4135.9867 | 4140.2904 |
Avg Daily Profit (%) | -0.8436 | 0.0564 | -0.9001 | 0.0021 | 0 | 0.191 |
Buy And Hold Return (%) | 1186.1017 | 1186.1017 | 1186.1017 | 1186.1017 | 1186.1017 | 1186.1017 |
Max Trade Drawdown | -1792465 | -105837 | -1859109 | -6985421 | -4419682 | -3675688 |
Profit Factor | 0.3717 | 1.2601 | 0.2005 | 1.0002 | 0.5446 | 1.412 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 158 | 77 | 81 | 146 | 70 | 76 |
Losing Trades | 56 | 30 | 26 | 68 | 37 | 31 |
Profitability (%) | 73.8318 | 71.9626 | 75.7009 | 68.2243 | 65.4206 | 71.028 |
Ratio Avg Win / Avg Loss | 0.1318 | 0.4909 | 0.0644 | 0.4659 | 0.2878 | 0.5759 |
Largest Winning Trade | 38165 | 38165 | 25657 | 11193336 | 1732405 | 11193336 |
Largest Losing Trade | -1565037 | -59569 | -1565037 | -1931118 | -1931118 | -1752026 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 10 | 10 | 11 | 11 | 10 | 12 |
Avg Bars in Losers | 72 | 72 | 72 | 59 | 60 | 59 |
Bars Traded | 5742 | 2961 | 2781 | 5742 | 2961 | 2781 |
Profit Streak | 415.97 | 0 | 571.97 | 415.97 | 0 | 571.97 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575705 | -282017 | -575759 | -573324 | -578770 | 316806 |
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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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