Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1636648.9643 | 142046.5776 | -1778695.5419 | 574757.7093 | -6956736.3821 | 7531494.0915 |
Total P&L (%) | -1636.649 | 142.0466 | -1778.6955 | 574.7577 | -6956.7364 | 7531.4941 |
Avg Daily Profit (%) | -0.8337 | 0.0724 | -0.9061 | 0.0973 | 0 | 0.2211 |
Buy And Hold Return (%) | 1600.5827 | 1600.5827 | 1600.5827 | 1600.5827 | 1600.5827 | 1600.5827 |
Max Trade Drawdown | -1876782 | -118298 | -1917471 | -13273068 | -9545440 | -6435728 |
Profit Factor | 0.3503 | 1.406 | 0.1801 | 1.0158 | 0.627 | 1.4266 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 150 | 75 | 75 | 142 | 69 | 73 |
Losing Trades | 44 | 22 | 22 | 52 | 28 | 24 |
Profitability (%) | 77.3196 | 77.3196 | 77.3196 | 73.1959 | 71.134 | 75.2577 |
Ratio Avg Win / Avg Loss | 0.1028 | 0.4124 | 0.0528 | 0.372 | 0.2544 | 0.469 |
Largest Winning Trade | 38165 | 38165 | 24192 | 15545180 | 2405944 | 15545180 |
Largest Losing Trade | -1651429 | -62633 | -1651429 | -7575096 | -7575096 | -4218210 |
Avg Bars in Trades | 59 | 65 | 52 | 59 | 65 | 52 |
Avg Bars in Winners | 19 | 20 | 17 | 20 | 21 | 20 |
Avg Bars in Losers | 195 | 221 | 169 | 164 | 176 | 149 |
Bars Traded | 11476 | 6395 | 5081 | 11476 | 6395 | 5081 |
Profit Streak | 402.927 | 0 | 559.7603 | 402.927 | 0 | 559.7603 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575635 | -259512 | -575818 | -428598 | -578056 | 378194 |
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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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