Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1583896.4443 | 159022.9516 | -1742919.3958 | 5605432.8984 | -24563065.2039 | 30168498.1023 |
Total P&L (%) | -1583.8964 | 159.023 | -1742.9194 | 5605.4329 | -24563.0652 | 30168.4981 |
Avg Daily Profit (%) | -0.8067 | 0.081 | -0.8877 | 0.2062 | 0 | 0.2914 |
Buy And Hold Return (%) | 1508.9907 | 1508.9907 | 1508.9907 | 1508.9907 | 1508.9907 | 1508.9907 |
Max Trade Drawdown | -1893648 | -91908 | -1915102 | -41094112 | -36109083 | -16900559 |
Profit Factor | 0.3448 | 1.5255 | 0.1759 | 1.0483 | 0.6202 | 1.5881 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 159 | 80 | 79 | 153 | 76 | 77 |
Losing Trades | 37 | 18 | 19 | 43 | 22 | 21 |
Profitability (%) | 81.1224 | 81.6327 | 80.6122 | 78.0612 | 77.551 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.0802 | 0.3432 | 0.0423 | 0.2946 | 0.1795 | 0.4331 |
Largest Winning Trade | 32543 | 32543 | 18365 | 54534540 | 5048175 | 54534540 |
Largest Losing Trade | -1598559 | -61949 | -1598559 | -23304919 | -23304919 | -13135254 |
Avg Bars in Trades | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Winners | 14 | 15 | 12 | 15 | 16 | 15 |
Avg Bars in Losers | 144 | 153 | 135 | 120 | 126 | 113 |
Bars Traded | 7564 | 4015 | 3549 | 7564 | 4015 | 3549 |
Profit Streak | 416.9899 | 0 | 569.7399 | 416.9899 | 0 | 569.7399 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575168 | -246769 | -575426 | -158159 | -577221 | 507710 |
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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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