Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1913718.3344 | -117727.3783 | -1795990.9561 | -1322.9114 | 4937779.7632 | -4939102.6746 |
Total P&L (%) | -1913.7183 | -117.7274 | -1795.991 | -1.3229 | 4937.7798 | -4939.1027 |
Avg Daily Profit (%) | -1.0185 | -0.0627 | -0.9558 | -0.0007 | 0.2088 | 0 |
Buy And Hold Return (%) | 559.9225 | 559.9225 | 559.9225 | 559.9225 | 559.9225 | 559.9225 |
Max Trade Drawdown | -2078741 | -239775 | -1888342 | -5146784 | -1214111 | -5796893 |
Profit Factor | 0.2716 | 0.7499 | 0.1672 | 0.9999 | 2.4353 | 0.4912 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 140 | 63 | 77 | 84 | 48 | 36 |
Losing Trades | 51 | 32 | 19 | 107 | 47 | 60 |
Profitability (%) | 73.2984 | 66.3158 | 80.2083 | 43.9791 | 50.5263 | 37.5 |
Ratio Avg Win / Avg Loss | 0.0989 | 0.3809 | 0.0412 | 1.2737 | 2.3845 | 0.8186 |
Largest Winning Trade | 25100 | 25100 | 19575 | 2721304 | 2593598 | 2721304 |
Largest Losing Trade | -1146611 | -59268 | -1146611 | -3412361 | -491271 | -3412361 |
Avg Bars in Trades | 19 | 22 | 15 | 19 | 22 | 15 |
Avg Bars in Winners | 7 | 6 | 7 | 26 | 32 | 19 |
Avg Bars in Losers | 52 | 54 | 49 | 13 | 12 | 13 |
Bars Traded | 3653 | 2148 | 1505 | 3653 | 2148 | 1505 |
Profit Streak | 58.9104 | 58.9104 | 68.9104 | 58.9104 | 58.9104 | 68.9104 |
Trades During Streak | 15 | 7 | 8 | 15 | 7 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574724 | -576815 | -575004 | -578419 | 518085 | -584052 |
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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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