Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -730353.1972 | 27066.0247 | -757419.2219 | 34614917.2012 | 6700295.3668 | 27914621.8344 |
Total P&L (%) | -730.3532 | 27.066 | -757.4192 | 34614.9172 | 6700.2954 | 27914.6218 |
Avg Daily Profit (%) | -0.302 | 0.0112 | -0.3132 | 0.2422 | 0.1746 | 0.2333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1129013 | -48911 | -1113326 | -11632008 | -6387222 | -9460754 |
Profit Factor | 0.4875 | 1.1512 | 0.3922 | 2.1015 | 1.5071 | 2.5328 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 151 | 68 | 83 | 149 | 66 | 83 |
Losing Trades | 38 | 27 | 11 | 40 | 29 | 11 |
Profitability (%) | 79.8942 | 71.5789 | 88.2979 | 78.836 | 69.4737 | 88.2979 |
Ratio Avg Win / Avg Loss | 0.1227 | 0.4571 | 0.052 | 0.5642 | 0.6622 | 0.3357 |
Largest Winning Trade | 29091 | 9556 | 29091 | 3152914 | 1253330 | 3152914 |
Largest Losing Trade | -824936 | -34055 | -824936 | -9460754 | -2604328 | -9460754 |
Avg Bars in Trades | 47 | 13 | 81 | 47 | 13 | 81 |
Avg Bars in Winners | 25 | 5 | 42 | 32 | 5 | 53 |
Avg Bars in Losers | 133 | 35 | 374 | 104 | 32 | 292 |
Bars Traded | 8945 | 1326 | 7619 | 8945 | 1326 | 7619 |
Profit Streak | 0 | 0 | 243.3285 | 0 | 0 | 243.3285 |
Trades During Streak | 0 | 0 | 14 | 0 | 0 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575913 | -234102 | -574519 | 516389 | 370186 | 598734 |
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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) |
---|