Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1710847.5307 | 21370.8851 | -1732218.4158 | 386214.0461 | -7159496.2063 | 7545710.2524 |
Total P&L (%) | -1710.8475 | 21.3709 | -1732.2184 | 386.214 | -7159.4962 | 7545.7103 |
Avg Daily Profit (%) | -0.9163 | 0.0114 | -0.9277 | 0.0847 | 0 | 0.2325 |
Buy And Hold Return (%) | 446.3108 | 446.3108 | 446.3108 | 446.3108 | 446.3108 | 446.3108 |
Max Trade Drawdown | -1893212 | -187787 | -1821905 | -10550184 | -9934221 | -3829367 |
Profit Factor | 0.3429 | 1.0509 | 0.2067 | 1.0163 | 0.4976 | 1.795 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 119 | 56 | 63 | 115 | 54 | 61 |
Losing Trades | 82 | 44 | 38 | 86 | 46 | 40 |
Profitability (%) | 59.204 | 56 | 62.3762 | 57.2139 | 54 | 60.396 |
Ratio Avg Win / Avg Loss | 0.2363 | 0.8257 | 0.1247 | 0.76 | 0.4239 | 1.177 |
Largest Winning Trade | 37269 | 37269 | 30425 | 6033508 | 2313462 | 6033508 |
Largest Losing Trade | -1228177 | -52831 | -1228177 | -5596348 | -5596348 | -2839204 |
Avg Bars in Trades | 54 | 63 | 45 | 54 | 63 | 45 |
Avg Bars in Winners | 31 | 35 | 27 | 36 | 40 | 33 |
Avg Bars in Losers | 88 | 100 | 75 | 78 | 90 | 64 |
Bars Traded | 10989 | 6378 | 4611 | 10989 | 6378 | 4611 |
Profit Streak | 17.7164 | 31.2164 | 17.7164 | 17.7164 | 31.2164 | 17.7164 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577465 | -507585 | -578892 | -446851 | -579088 | 440578 |
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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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