Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1544749.4512 | 169622.6554 | -1714372.1067 | 1732492.6665 | -6094883.9275 | 7827376.594 |
Total P&L (%) | -1544.7495 | 169.6227 | -1714.3721 | 1732.4927 | -6094.8839 | 7827.3766 |
Avg Daily Profit (%) | -0.7865 | 0.0864 | -0.8729 | 0.1482 | 0 | 0.2229 |
Buy And Hold Return (%) | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 |
Max Trade Drawdown | -1730964 | -96792 | -1819809 | -17353932 | -14999612 | -6335858 |
Profit Factor | 0.3731 | 1.479 | 0.1874 | 1.0345 | 0.7784 | 1.3448 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 145 | 71 | 74 | 141 | 68 | 73 |
Losing Trades | 43 | 23 | 20 | 47 | 26 | 21 |
Profitability (%) | 77.1277 | 75.5319 | 78.7234 | 75 | 72.3404 | 77.6596 |
Ratio Avg Win / Avg Loss | 0.1106 | 0.4791 | 0.0507 | 0.3448 | 0.2976 | 0.3869 |
Largest Winning Trade | 37521 | 37521 | 20727 | 13665860 | 2376939 | 13665860 |
Largest Losing Trade | -1606579 | -59272 | -1606579 | -9944108 | -9944108 | -5347671 |
Avg Bars in Trades | 20 | 21 | 18 | 20 | 21 | 18 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 60 | 62 | 58 | 54 | 55 | 52 |
Bars Traded | 3785 | 2025 | 1760 | 3785 | 2025 | 1760 |
Profit Streak | 411.0807 | 0 | 568.0807 | 411.0807 | 0 | 568.0807 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575413 | -240356 | -575434 | -323050 | -577629 | 381009 |
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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) |
---|