Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1842127.4088 | 101334.6365 | -1943462.0453 | 376589.8981 | -10788635.7767 | 11165225.6747 |
Total P&L (%) | -1842.1274 | 101.3346 | -1943.462 | 376.5899 | -10788.6358 | 11165.2257 |
Avg Daily Profit (%) | -0.9384 | 0.0516 | -0.99 | 0.0796 | 0 | 0.241 |
Buy And Hold Return (%) | 1432.9293 | 1432.9293 | 1432.9293 | 1432.9293 | 1432.9293 | 1432.9293 |
Max Trade Drawdown | -2050620 | -101006 | -2067659 | -17746779 | -11183219 | -9115988 |
Profit Factor | 0.331 | 1.2651 | 0.1804 | 1.0082 | 0.4921 | 1.4532 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 157 | 78 | 79 | 151 | 74 | 77 |
Losing Trades | 47 | 24 | 23 | 53 | 28 | 25 |
Profitability (%) | 76.9608 | 76.4706 | 77.451 | 74.0196 | 72.549 | 75.4902 |
Ratio Avg Win / Avg Loss | 0.0991 | 0.3893 | 0.0525 | 0.3539 | 0.1862 | 0.4718 |
Largest Winning Trade | 26531 | 26531 | 20523 | 28135252 | 3802663 | 28135252 |
Largest Losing Trade | -1749451 | -64124 | -1749451 | -6612267 | -6612267 | -5357254 |
Avg Bars in Trades | 56 | 62 | 50 | 56 | 62 | 50 |
Avg Bars in Winners | 19 | 20 | 18 | 20 | 20 | 20 |
Avg Bars in Losers | 178 | 196 | 159 | 157 | 172 | 141 |
Bars Traded | 11479 | 6338 | 5141 | 11479 | 6338 | 5141 |
Profit Streak | 416.1956 | 0 | 572.5289 | 416.1956 | 0 | 572.5289 |
Trades During Streak | 1 | 0 | 11 | 1 | 0 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575629 | -288123 | -575761 | -460877 | -577859 | 450130 |
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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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