Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1792448.5425 | 98391.9931 | -1890840.5356 | 2952708.675 | -16308956.4 | 19261665.075 |
Total P&L (%) | -1792.4485 | 98.392 | -1890.8405 | 2952.7087 | -16308.9564 | 19261.6651 |
Avg Daily Profit (%) | -0.9127 | 0.0501 | -0.9628 | 0.1742 | 0 | 0.2685 |
Buy And Hold Return (%) | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 |
Max Trade Drawdown | -1985323 | -87170 | -2019390 | -23491292 | -18879141 | -8142917 |
Profit Factor | 0.3018 | 1.3323 | 0.1675 | 1.0477 | 0.5346 | 1.7163 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 139 | 73 | 66 | 129 | 67 | 62 |
Losing Trades | 40 | 16 | 24 | 50 | 22 | 28 |
Profitability (%) | 77.6536 | 82.0225 | 73.3333 | 72.067 | 75.2809 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.0868 | 0.292 | 0.0609 | 0.4061 | 0.1756 | 0.7751 |
Largest Winning Trade | 36579 | 36579 | 23983 | 30285019 | 6512836 | 30285019 |
Largest Losing Trade | -1660463 | -58348 | -1660463 | -14736010 | -14736010 | -4436719 |
Avg Bars in Trades | 31 | 33 | 30 | 31 | 33 | 30 |
Avg Bars in Winners | 12 | 14 | 11 | 14 | 14 | 13 |
Avg Bars in Losers | 97 | 120 | 82 | 76 | 88 | 66 |
Bars Traded | 5659 | 2951 | 2708 | 5659 | 2951 | 2708 |
Profit Streak | 429.7754 | 429.7754 | 560.4421 | 429.7754 | 429.7754 | 560.4421 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574880 | -288163 | -576370 | -165015 | -576577 | 465450 |
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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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