Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1167557.9973 | 120461.4674 | -1288019.4647 | -35609.8634 | 21310711.8718 | -21346321.7352 |
Total P&L (%) | -1167.558 | 120.4615 | -1288.0195 | -35.6099 | 21310.7119 | -21346.3217 |
Avg Daily Profit (%) | -0.6279 | 0.0648 | -0.6927 | -0.0237 | 0.289 | 0 |
Buy And Hold Return (%) | 6631.7614 | 6631.7614 | 6631.7614 | 6631.7614 | 6631.7614 | 6631.7614 |
Max Trade Drawdown | -1389786 | -138332 | -1406801 | -39911500 | -11004798 | -36284721 |
Profit Factor | 0.4504 | 1.328 | 0.267 | 0.9995 | 2.0296 | 0.606 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 125 | 65 | 60 | 101 | 54 | 47 |
Losing Trades | 70 | 33 | 37 | 94 | 44 | 50 |
Profitability (%) | 64.1026 | 66.3265 | 61.8557 | 51.7949 | 55.102 | 48.4536 |
Ratio Avg Win / Avg Loss | 0.2522 | 0.6742 | 0.1647 | 0.9303 | 1.6538 | 0.6447 |
Largest Winning Trade | 41897 | 41897 | 37881 | 13813524 | 13813524 | 8624983 |
Largest Losing Trade | -699645 | -58022 | -699645 | -26213651 | -3902216 | -26213651 |
Avg Bars in Trades | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Winners | 8 | 8 | 9 | 16 | 17 | 16 |
Avg Bars in Losers | 35 | 36 | 35 | 20 | 18 | 22 |
Bars Traded | 3623 | 1764 | 1859 | 3623 | 1764 | 1859 |
Profit Streak | 43.1462 | 76.6462 | 0 | 43.1462 | 76.6462 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577098 | -270275 | -579258 | -578694 | 408431 | -581396 |
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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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