Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2336200.2882 | 4395.0957 | -2340595.3839 | 351068.5484 | -23935163.833 | 24286232.3813 |
Total P&L (%) | -2336.2003 | 4.3951 | -2340.5954 | 351.0685 | -23935.1638 | 24286.2324 |
Avg Daily Profit (%) | -1.2533 | 0.0024 | -1.2557 | 0.0809 | 0 | 0.2953 |
Buy And Hold Return (%) | 6785.4389 | 6785.4389 | 6785.4389 | 6785.4389 | 6785.4389 | 6785.4389 |
Max Trade Drawdown | -2495217 | -94990 | -2444856 | -41289121 | -24362232 | -25653882 |
Profit Factor | 0.2146 | 1.0245 | 0.1626 | 1.0052 | 0.3061 | 1.7494 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 129 | 61 | 68 | 121 | 60 | 61 |
Losing Trades | 40 | 24 | 16 | 48 | 25 | 23 |
Profitability (%) | 76.3314 | 71.7647 | 80.9524 | 71.5976 | 70.5882 | 72.619 |
Ratio Avg Win / Avg Loss | 0.0665 | 0.4031 | 0.0383 | 0.3988 | 0.1275 | 0.6596 |
Largest Winning Trade | 20028 | 18163 | 20028 | 18437025 | 1817527 | 18437025 |
Largest Losing Trade | -1537246 | -45433 | -1537246 | -25560342 | -18347371 | -25560342 |
Avg Bars in Trades | 42 | 6 | 78 | 42 | 6 | 78 |
Avg Bars in Winners | 18 | 3 | 32 | 32 | 4 | 59 |
Avg Bars in Losers | 118 | 14 | 274 | 68 | 12 | 128 |
Bars Traded | 7170 | 584 | 6587 | 7170 | 584 | 6587 |
Profit Streak | 46.3659 | 86.8659 | 0 | 46.3659 | 86.8659 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575921 | -547095 | -576848 | -462962 | -577322 | 348315 |
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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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