Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2430040.7416 | 77062.5486 | -2507103.2903 | 509626.7676 | -11177498.0521 | 11687124.8197 |
Total P&L (%) | -2430.0407 | 77.0625 | -2507.1033 | 509.6268 | -11177.4981 | 11687.1248 |
Avg Daily Profit (%) | -1.3157 | 0.0417 | -1.3574 | 0.0979 | 0 | 0.2586 |
Buy And Hold Return (%) | 154.2409 | 154.2409 | 154.2409 | 154.2409 | 154.2409 | 154.2409 |
Max Trade Drawdown | -2563578 | -83872 | -2613453 | -26068001 | -11936743 | -14203979 |
Profit Factor | 0.278 | 1.2954 | 0.1925 | 1.0104 | 0.3714 | 1.3727 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 128 | 59 | 69 | 80 | 42 | 38 |
Losing Trades | 39 | 25 | 14 | 87 | 42 | 45 |
Profitability (%) | 76.6467 | 70.2381 | 83.1325 | 47.9042 | 50 | 45.7831 |
Ratio Avg Win / Avg Loss | 0.0847 | 0.5489 | 0.0391 | 1.0988 | 0.3714 | 1.6256 |
Largest Winning Trade | 28559 | 20626 | 28559 | 24396894 | 3062567 | 24396894 |
Largest Losing Trade | -2524063 | -55235 | -2524063 | -3613992 | -3083713 | -3613992 |
Avg Bars in Trades | 21 | 7 | 35 | 21 | 7 | 35 |
Avg Bars in Winners | 9 | 3 | 14 | 22 | 8 | 38 |
Avg Bars in Losers | 62 | 18 | 140 | 20 | 7 | 33 |
Bars Traded | 3625 | 646 | 2979 | 3625 | 646 | 2979 |
Profit Streak | 96.0337 | 96.0337 | 106.5337 | 96.0337 | 96.0337 | 106.5337 |
Trades During Streak | 16 | 8 | 10 | 16 | 8 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574453 | -300152 | -575018 | -271735 | -579267 | 353737 |
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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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