Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2000532.9399 | -101980.5068 | -1898552.4331 | 20712.4298 | 7549194.5377 | -7528482.1079 |
Total P&L (%) | -2000.5329 | -101.9805 | -1898.5524 | 20.7124 | 7549.1945 | -7528.4821 |
Avg Daily Profit (%) | -1.0704 | -0.0546 | -1.0158 | 0.0101 | 0.2323 | 0 |
Buy And Hold Return (%) | 454.0813 | 454.0813 | 454.0813 | 454.0813 | 454.0813 | 454.0813 |
Max Trade Drawdown | -2103632 | -202788 | -1974805 | -7570006 | -1256909 | -8962152 |
Profit Factor | 0.2577 | 0.7602 | 0.1635 | 1.0013 | 2.9302 | 0.3863 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 152 | 73 | 79 | 84 | 45 | 39 |
Losing Trades | 45 | 25 | 20 | 113 | 53 | 60 |
Profitability (%) | 77.1574 | 74.4898 | 79.798 | 42.6396 | 45.9184 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.0763 | 0.2603 | 0.0414 | 1.347 | 3.4511 | 0.5943 |
Largest Winning Trade | 27517 | 27517 | 20627 | 3891601 | 3891601 | 1949575 |
Largest Losing Trade | -1237713 | -58317 | -1237713 | -5082171 | -1185798 | -5082171 |
Avg Bars in Trades | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Winners | 10 | 10 | 10 | 40 | 50 | 28 |
Avg Bars in Losers | 86 | 94 | 76 | 18 | 15 | 20 |
Bars Traded | 5440 | 3101 | 2339 | 5440 | 3101 | 2339 |
Profit Streak | 20.4954 | 20.8287 | 20.4954 | 20.4954 | 20.8287 | 20.4954 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574888 | -577065 | -576096 | -564767 | 452945 | -584361 |
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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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