Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3621409.5236 | -104484.931 | -3516924.5926 | -96201.921 | 11881769.8382 | -11977971.7592 |
Total P&L (%) | -3621.4095 | -104.4849 | -3516.9246 | -96.2019 | 11881.7698 | -11977.9718 |
Avg Daily Profit (%) | -1.7723 | -0.0511 | -1.7212 | -0.1599 | 0.2345 | 0 |
Buy And Hold Return (%) | 2711.0932 | 2711.0932 | 2711.0932 | 2711.0932 | 2711.0932 | 2711.0932 |
Max Trade Drawdown | -3752853 | -243435 | -3617660 | -15235921 | -1510167 | -15536781 |
Profit Factor | 0.1906 | 0.8037 | 0.1078 | 0.9958 | 3.7066 | 0.3437 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 177 | 83 | 94 | 141 | 66 | 75 |
Losing Trades | 48 | 29 | 19 | 84 | 46 | 38 |
Profitability (%) | 78.6667 | 74.1071 | 83.1858 | 62.6667 | 58.9286 | 66.3717 |
Ratio Avg Win / Avg Loss | 0.0517 | 0.2808 | 0.0218 | 0.5932 | 2.5834 | 0.1741 |
Largest Winning Trade | 42295 | 42295 | 24553 | 7458591 | 7458591 | 2010880 |
Largest Losing Trade | -1868357 | -79958 | -1868357 | -13792527 | -1064335 | -13792527 |
Avg Bars in Trades | 26 | 26 | 25 | 26 | 26 | 25 |
Avg Bars in Winners | 7 | 7 | 7 | 18 | 21 | 15 |
Avg Bars in Losers | 95 | 80 | 118 | 39 | 34 | 45 |
Bars Traded | 5923 | 3001 | 2922 | 5923 | 3001 | 2922 |
Profit Streak | 291.6426 | 417.3093 | 291.6426 | 291.6426 | 417.3093 | 291.6426 |
Trades During Streak | 2 | 12 | 1 | 2 | 12 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574638 | -575858 | -575689 | -576712 | 574977 | -578043 |
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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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