Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1118020.8446 | 110176.6496 | -1228197.4942 | 164655.3721 | -5219411.7838 | 5384067.1559 |
Total P&L (%) | -1118.0208 | 110.1767 | -1228.1975 | 164.6554 | -5219.4118 | 5384.0672 |
Avg Daily Profit (%) | -0.5694 | 0.0561 | -0.6255 | 0.0496 | 0 | 0.2042 |
Buy And Hold Return (%) | 1683.733 | 1683.733 | 1683.733 | 1683.733 | 1683.733 | 1683.733 |
Max Trade Drawdown | -1295336 | -148009 | -1355537 | -9403511 | -7618031 | -3398876 |
Profit Factor | 0.4559 | 1.2632 | 0.2494 | 1.0076 | 0.6038 | 1.6312 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 143 | 74 | 69 | 131 | 66 | 65 |
Losing Trades | 50 | 22 | 28 | 62 | 30 | 32 |
Profitability (%) | 74.0933 | 77.0833 | 71.134 | 67.8756 | 68.75 | 67.0103 |
Ratio Avg Win / Avg Loss | 0.1594 | 0.3756 | 0.1012 | 0.4769 | 0.2745 | 0.803 |
Largest Winning Trade | 34972 | 34972 | 22672 | 7649447 | 1656860 | 7649447 |
Largest Losing Trade | -937566 | -62483 | -937566 | -5228016 | -5228016 | -2347418 |
Avg Bars in Trades | 39 | 46 | 33 | 39 | 46 | 33 |
Avg Bars in Winners | 12 | 12 | 11 | 13 | 12 | 14 |
Avg Bars in Losers | 118 | 160 | 85 | 94 | 119 | 70 |
Bars Traded | 7633 | 4430 | 3203 | 7633 | 4430 | 3203 |
Profit Streak | 411.3051 | 0 | 488.3051 | 411.3051 | 0 | 488.3051 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576058 | -282085 | -576666 | -502413 | -578367 | 324908 |
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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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