Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1868758.4345 | 61560.864 | -1930319.2985 | 1023432.7322 | -9868224.4527 | 10891657.1849 |
Total P&L (%) | -1868.7584 | 61.5609 | -1930.3193 | 1023.4327 | -9868.2245 | 10891.6572 |
Avg Daily Profit (%) | -0.9515 | 0.0313 | -0.9829 | 0.1232 | 0 | 0.2396 |
Buy And Hold Return (%) | 1536.05 | 1536.05 | 1536.05 | 1536.05 | 1536.05 | 1536.05 |
Max Trade Drawdown | -1994707 | -89082 | -2016848 | -13708460 | -10486194 | -7444142 |
Profit Factor | 0.3216 | 1.1538 | 0.1802 | 1.0303 | 0.3983 | 1.626 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 136 | 68 | 68 | 124 | 61 | 63 |
Losing Trades | 52 | 26 | 26 | 64 | 33 | 31 |
Profitability (%) | 72.3404 | 72.3404 | 72.3404 | 65.9574 | 64.8936 | 67.0213 |
Ratio Avg Win / Avg Loss | 0.123 | 0.4412 | 0.0689 | 0.5318 | 0.2155 | 0.8001 |
Largest Winning Trade | 37446 | 37446 | 20727 | 19424362 | 1130800 | 19424362 |
Largest Losing Trade | -1564005 | -56465 | -1564005 | -4370609 | -4370609 | -3225664 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 9 | 9 | 9 | 10 | 9 | 11 |
Avg Bars in Losers | 48 | 49 | 47 | 39 | 40 | 38 |
Bars Traded | 3829 | 1932 | 1898 | 3829 | 1932 | 1898 |
Profit Streak | 415.2036 | 415.2036 | 438.2036 | 415.2036 | 415.2036 | 438.2036 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575280 | -366021 | -576291 | -378059 | -578009 | 449066 |
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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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