Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1252825.4874 | 159993.9308 | -1412819.4182 | 361778.6244 | 21332444.0795 | -20970665.4551 |
Total P&L (%) | -1252.8255 | 159.9939 | -1412.8194 | 361.7786 | 21332.4441 | -20970.6655 |
Avg Daily Profit (%) | -0.6727 | 0.0859 | -0.7586 | 0.0822 | 0.2886 | 0 |
Buy And Hold Return (%) | 6601.378 | 6601.378 | 6601.378 | 6601.378 | 6601.378 | 6601.378 |
Max Trade Drawdown | -1324014 | -109341 | -1463726 | -42386032 | -12533361 | -36819750 |
Profit Factor | 0.464 | 1.4117 | 0.2749 | 1.0035 | 1.6492 | 0.7033 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 121 | 54 | 67 | 87 | 47 | 40 |
Losing Trades | 73 | 43 | 30 | 107 | 50 | 57 |
Profitability (%) | 62.3711 | 55.6701 | 69.0722 | 44.8454 | 48.4536 | 41.2371 |
Ratio Avg Win / Avg Loss | 0.2799 | 1.1241 | 0.1231 | 1.2342 | 1.7545 | 1.0022 |
Largest Winning Trade | 49388 | 49388 | 45402 | 17737238 | 17737238 | 12709405 |
Largest Losing Trade | -695540 | -64883 | -695540 | -16184548 | -3843798 | -16184548 |
Avg Bars in Trades | 18 | 15 | 21 | 18 | 15 | 21 |
Avg Bars in Winners | 10 | 10 | 10 | 18 | 14 | 22 |
Avg Bars in Losers | 32 | 22 | 46 | 18 | 15 | 21 |
Bars Traded | 3617 | 1495 | 2122 | 3617 | 1495 | 2122 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577880 | -242563 | -578045 | -466409 | 302185 | -582536 |
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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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