Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1815028.1059 | 116710.1393 | -1931738.2452 | 1658660.9067 | -9347464.8228 | 11006125.7295 |
Total P&L (%) | -1815.0281 | 116.7101 | -1931.7382 | 1658.6609 | -9347.4648 | 11006.1257 |
Avg Daily Profit (%) | -0.9246 | 0.0595 | -0.9841 | 0.1462 | 0 | 0.2402 |
Buy And Hold Return (%) | 1727.553 | 1727.553 | 1727.553 | 1727.553 | 1727.553 | 1727.553 |
Max Trade Drawdown | -1989681 | -123098 | -2045307 | -28130515 | -22999197 | -11984342 |
Profit Factor | 0.3241 | 1.3296 | 0.1714 | 1.0286 | 0.7313 | 1.4752 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 161 | 80 | 81 | 159 | 78 | 81 |
Losing Trades | 44 | 22 | 22 | 46 | 24 | 22 |
Profitability (%) | 78.5366 | 78.4314 | 78.6408 | 77.561 | 76.4706 | 78.6408 |
Ratio Avg Win / Avg Loss | 0.0886 | 0.3657 | 0.0466 | 0.2976 | 0.225 | 0.4007 |
Largest Winning Trade | 34004 | 34004 | 19053 | 10086905 | 2638510 | 10086905 |
Largest Losing Trade | -1769187 | -60040 | -1769187 | -17286556 | -17286556 | -7593123 |
Avg Bars in Trades | 55 | 64 | 47 | 55 | 64 | 47 |
Avg Bars in Winners | 18 | 19 | 17 | 19 | 19 | 19 |
Avg Bars in Losers | 192 | 228 | 156 | 181 | 211 | 149 |
Bars Traded | 11458 | 6593 | 4864 | 11458 | 6593 | 4864 |
Profit Streak | 409.8743 | 0 | 443.8743 | 409.8743 | 0 | 443.8743 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575420 | -277031 | -575656 | -348755 | -577351 | 452579 |
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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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