Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1034739.2984 | 55196.5001 | -1089935.7986 | -3342393.438 | -14329299.9456 | 10986906.5077 |
Total P&L (%) | -1034.7393 | 55.1965 | -1089.9358 | -3342.3934 | -14329.2999 | 10986.9065 |
Avg Daily Profit (%) | -0.5618 | 0.03 | -0.5918 | 0 | 0 | 0.256 |
Buy And Hold Return (%) | 715.3952 | 715.3952 | 715.3952 | 715.3952 | 715.3952 | 715.3952 |
Max Trade Drawdown | -1100362 | -184316 | -1113993 | -37331862 | -24263530 | -16707603 |
Profit Factor | 0.4426 | 1.1626 | 0.2815 | 0.9562 | 0.6058 | 1.2748 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 120 | 61 | 59 | 72 | 31 | 41 |
Losing Trades | 45 | 21 | 24 | 93 | 51 | 42 |
Profitability (%) | 72.7273 | 74.3902 | 71.0843 | 43.6364 | 37.8049 | 49.3976 |
Ratio Avg Win / Avg Loss | 0.166 | 0.4002 | 0.1145 | 1.2351 | 0.9966 | 1.3059 |
Largest Winning Trade | 37987 | 36167 | 37987 | 24514880 | 4742966 | 24514880 |
Largest Losing Trade | -587701 | -66278 | -587701 | -17217190 | -17217190 | -11907258 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 20 | 17 | 23 | 46 | 45 | 46 |
Avg Bars in Losers | 103 | 116 | 91 | 40 | 42 | 39 |
Bars Traded | 7121 | 3540 | 3580 | 7121 | 3540 | 3580 |
Profit Streak | 0 | 90.8857 | 0 | 31.3857 | 0 | 31.6357 |
Trades During Streak | 0 | 7 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576967 | -361447 | -578099 | -580181 | -589978 | 303135 |
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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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