Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1857532.5675 | 64003.2912 | -1921535.8587 | 667625.556 | -11214730.5026 | 11882356.0586 |
Total P&L (%) | -1857.5326 | 64.0033 | -1921.5359 | 667.6256 | -11214.7305 | 11882.3561 |
Avg Daily Profit (%) | -0.9463 | 0.0326 | -0.9789 | 0.1039 | 0 | 0.2441 |
Buy And Hold Return (%) | 1496.1296 | 1496.1296 | 1496.1296 | 1496.1296 | 1496.1296 | 1496.1296 |
Max Trade Drawdown | -2052690 | -135419 | -2043901 | -21351258 | -17531416 | -4950904 |
Profit Factor | 0.2829 | 1.1924 | 0.1489 | 1.0164 | 0.5471 | 1.7485 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 186 | 95 | 91 | 176 | 89 | 87 |
Losing Trades | 44 | 20 | 24 | 54 | 26 | 28 |
Profitability (%) | 80.8696 | 82.6087 | 79.1304 | 76.5217 | 77.3913 | 75.6522 |
Ratio Avg Win / Avg Loss | 0.0669 | 0.251 | 0.0393 | 0.3119 | 0.1598 | 0.5627 |
Largest Winning Trade | 24192 | 23853 | 24192 | 20042384 | 2439812 | 20042384 |
Largest Losing Trade | -1642921 | -60764 | -1642921 | -9348150 | -9348150 | -3279197 |
Avg Bars in Trades | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Winners | 14 | 16 | 13 | 16 | 16 | 16 |
Avg Bars in Losers | 196 | 223 | 173 | 156 | 174 | 140 |
Bars Traded | 11389 | 6023 | 5366 | 11389 | 6023 | 5366 |
Profit Streak | 409.0936 | 0 | 490.2602 | 409.0936 | 0 | 490.2602 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575015 | -321547 | -576012 | -418555 | -577197 | 477608 |
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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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