Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1498252.7839 | 185864.4115 | -1684117.1954 | -6461.8057 | -12975909.1249 | 12969447.3192 |
Total P&L (%) | -1498.2528 | 185.8644 | -1684.1172 | -6.4618 | -12975.9091 | 12969.4473 |
Avg Daily Profit (%) | -0.7632 | 0.0947 | -0.8579 | -0.0034 | 0 | 0.2485 |
Buy And Hold Return (%) | 1680.3848 | 1680.3848 | 1680.3848 | 1680.3848 | 1680.3848 | 1680.3848 |
Max Trade Drawdown | -1676483 | -103203 | -1788351 | -26704190 | -13544602 | -13741105 |
Profit Factor | 0.4091 | 1.4799 | 0.2161 | 0.9998 | 0.3362 | 1.6057 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 166 | 82 | 84 | 152 | 74 | 78 |
Losing Trades | 48 | 25 | 23 | 62 | 33 | 29 |
Profitability (%) | 77.5701 | 76.6355 | 78.5047 | 71.028 | 69.1589 | 72.8972 |
Ratio Avg Win / Avg Loss | 0.1183 | 0.4512 | 0.0592 | 0.4078 | 0.1499 | 0.597 |
Largest Winning Trade | 69263 | 69263 | 28164 | 31247279 | 3448844 | 31247279 |
Largest Losing Trade | -1596645 | -56830 | -1596645 | -5071867 | -3976164 | -5071867 |
Avg Bars in Trades | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Winners | 20 | 20 | 19 | 21 | 21 | 22 |
Avg Bars in Losers | 169 | 170 | 169 | 131 | 132 | 131 |
Bars Traded | 11481 | 5931 | 5550 | 11481 | 5931 | 5550 |
Profit Streak | 411.4591 | 0 | 567.9591 | 411.4591 | 0 | 567.9591 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575498 | -229360 | -575673 | -576346 | -578285 | 471316 |
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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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