Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1768170.9141 | 101145.3669 | -1869316.281 | 581940.3034 | -8237751.1012 | 8819691.4046 |
Total P&L (%) | -1768.1709 | 101.1454 | -1869.3163 | 581.9403 | -8237.7511 | 8819.6914 |
Avg Daily Profit (%) | -0.9007 | 0.0515 | -0.9523 | 0.0978 | 0 | 0.229 |
Buy And Hold Return (%) | 1382.6104 | 1382.6104 | 1382.6104 | 1382.6104 | 1382.6104 | 1382.6104 |
Max Trade Drawdown | -2075018 | -96587 | -2036877 | -11555334 | -8732826 | -7625553 |
Profit Factor | 0.2761 | 1.377 | 0.1403 | 1.022 | 0.3157 | 1.6134 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 47 | 23 | 24 | 47 | 22 | 25 |
Losing Trades | 27 | 14 | 13 | 27 | 15 | 12 |
Profitability (%) | 63.5135 | 62.1622 | 64.8649 | 63.5135 | 59.4595 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.1586 | 0.8382 | 0.076 | 0.5871 | 0.2153 | 0.7744 |
Largest Winning Trade | 61442 | 49045 | 61442 | 19942195 | 1616976 | 19942195 |
Largest Losing Trade | -1644382 | -64733 | -1644382 | -7254196 | -5383389 | -7254196 |
Avg Bars in Trades | 154 | 157 | 152 | 154 | 157 | 152 |
Avg Bars in Winners | 86 | 92 | 81 | 92 | 93 | 91 |
Avg Bars in Losers | 273 | 263 | 283 | 262 | 250 | 279 |
Bars Traded | 11456 | 5813 | 5643 | 11456 | 5813 | 5643 |
Profit Streak | 444.0601 | 444.0601 | 567.5601 | 444.0601 | 444.0601 | 567.5601 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646187 | -288828 | -577494 | -491079 | -578961 | 424148 |
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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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