Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1295986.2555 | 141132.5987 | -1437118.8542 | 362339.1373 | -6608476.4595 | 6970815.5969 |
Total P&L (%) | -1295.9863 | 141.1326 | -1437.1189 | 362.3391 | -6608.4765 | 6970.8156 |
Avg Daily Profit (%) | -0.6602 | 0.0719 | -0.7321 | 0.078 | 0 | 0.2172 |
Buy And Hold Return (%) | 1654.8566 | 1654.8566 | 1654.8566 | 1654.8566 | 1654.8566 | 1654.8566 |
Max Trade Drawdown | -1515577 | -102460 | -1566328 | -9505766 | -6903626 | -4385700 |
Profit Factor | 0.423 | 1.3605 | 0.225 | 1.0127 | 0.5594 | 1.5159 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 145 | 71 | 74 | 139 | 67 | 72 |
Losing Trades | 49 | 26 | 23 | 55 | 30 | 25 |
Profitability (%) | 74.7423 | 73.1959 | 76.2887 | 71.6495 | 69.0722 | 74.2268 |
Ratio Avg Win / Avg Loss | 0.1429 | 0.4982 | 0.0699 | 0.4007 | 0.2505 | 0.5264 |
Largest Winning Trade | 33192 | 33192 | 25657 | 14094843 | 2458953 | 14094843 |
Largest Losing Trade | -1231999 | -62633 | -1231999 | -5767063 | -5767063 | -2822444 |
Avg Bars in Trades | 59 | 65 | 52 | 59 | 65 | 52 |
Avg Bars in Winners | 23 | 24 | 22 | 24 | 25 | 24 |
Avg Bars in Losers | 164 | 178 | 148 | 145 | 157 | 132 |
Bars Traded | 11478 | 6385 | 5093 | 11478 | 6385 | 5093 |
Profit Streak | 409.9071 | 0 | 566.4071 | 409.9071 | 0 | 566.4071 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575969 | -260946 | -575952 | -458349 | -578323 | 376044 |
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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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