Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1945782.4968 | 74161.634 | -2019944.1308 | 512774.3281 | -5664863.854 | 6177638.1821 |
Total P&L (%) | -1945.7825 | 74.1616 | -2019.9441 | 512.7743 | -5664.8639 | 6177.6382 |
Avg Daily Profit (%) | -0.9912 | 0.0378 | -1.029 | 0.0924 | 0 | 0.2111 |
Buy And Hold Return (%) | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 |
Max Trade Drawdown | -2031935 | -131352 | -2080858 | -13663539 | -11408322 | -3923783 |
Profit Factor | 0.3047 | 1.1917 | 0.1624 | 1.018 | 0.6745 | 1.5559 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 218 | 107 | 111 | 208 | 101 | 107 |
Losing Trades | 54 | 29 | 25 | 64 | 35 | 29 |
Profitability (%) | 80.1471 | 78.6765 | 81.6176 | 76.4706 | 74.2647 | 78.6765 |
Ratio Avg Win / Avg Loss | 0.0755 | 0.323 | 0.0366 | 0.3132 | 0.2337 | 0.4217 |
Largest Winning Trade | 33998 | 33998 | 13564 | 8380194 | 1184545 | 8380194 |
Largest Losing Trade | -1776909 | -56817 | -1776909 | -6848612 | -6848612 | -2554960 |
Avg Bars in Trades | 41 | 44 | 39 | 41 | 44 | 39 |
Avg Bars in Winners | 11 | 11 | 10 | 12 | 12 | 13 |
Avg Bars in Losers | 164 | 163 | 167 | 135 | 136 | 135 |
Bars Traded | 11383 | 5999 | 5384 | 11383 | 5999 | 5384 |
Profit Streak | 402.2603 | 0 | 549.7603 | 402.2603 | 0 | 549.7603 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574866 | -315780 | -575245 | -431953 | -577826 | 386382 |
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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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