Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1678656.2504 | 103093.0876 | -1781749.338 | 1856479.6395 | -9166923.9908 | 11023403.6303 |
Total P&L (%) | -1678.6563 | 103.0931 | -1781.7493 | 1856.4796 | -9166.924 | 11023.4036 |
Avg Daily Profit (%) | -0.8547 | 0.0525 | -0.9072 | 0.1515 | 0 | 0.2402 |
Buy And Hold Return (%) | 1651.6159 | 1651.6159 | 1651.6159 | 1651.6159 | 1651.6159 | 1651.6159 |
Max Trade Drawdown | -1900212 | -89581 | -1898047 | -15066008 | -12002995 | -9478318 |
Profit Factor | 0.2901 | 1.3677 | 0.1452 | 1.0438 | 0.5708 | 1.5232 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 128 | 66 | 62 | 126 | 64 | 62 |
Losing Trades | 40 | 18 | 22 | 42 | 20 | 22 |
Profitability (%) | 76.1905 | 78.5714 | 73.8095 | 75 | 76.1905 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.0907 | 0.373 | 0.0515 | 0.3479 | 0.1784 | 0.5405 |
Largest Winning Trade | 23983 | 23403 | 23983 | 25238931 | 1293411 | 25238931 |
Largest Losing Trade | -1610307 | -62666 | -1610307 | -8574749 | -7533298 | -8574749 |
Avg Bars in Trades | 33 | 35 | 32 | 33 | 35 | 32 |
Avg Bars in Winners | 10 | 11 | 10 | 12 | 11 | 12 |
Avg Bars in Losers | 106 | 122 | 93 | 98 | 110 | 87 |
Bars Traded | 5668 | 2945 | 2723 | 5668 | 2945 | 2723 |
Profit Streak | 401.2947 | 0 | 547.2947 | 401.2947 | 0 | 547.2947 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575917 | -286113 | -576408 | -288921 | -577434 | 443329 |
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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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