Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1860622.9499 | -88042.0852 | -1772580.8646 | 322151.9571 | 7207959.2678 | -6885807.3107 |
Total P&L (%) | -1860.623 | -88.0421 | -1772.5809 | 322.152 | 7207.9593 | -6885.8073 |
Avg Daily Profit (%) | -0.9933 | -0.047 | -0.9463 | 0.0769 | 0.2294 | 0 |
Buy And Hold Return (%) | 587.3603 | 587.3603 | 587.3603 | 587.3603 | 587.3603 | 587.3603 |
Max Trade Drawdown | -2027162 | -176069 | -1885856 | -7443773 | -664736 | -8761626 |
Profit Factor | 0.2653 | 0.7771 | 0.1707 | 1.0202 | 3.309 | 0.463 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 146 | 67 | 79 | 84 | 48 | 36 |
Losing Trades | 37 | 24 | 13 | 99 | 43 | 56 |
Profitability (%) | 79.7814 | 73.6264 | 85.8696 | 45.9016 | 52.7473 | 39.1304 |
Ratio Avg Win / Avg Loss | 0.0672 | 0.2784 | 0.0281 | 1.2024 | 2.9643 | 0.7203 |
Largest Winning Trade | 16579 | 16579 | 15074 | 2902305 | 2902305 | 2294093 |
Largest Losing Trade | -1146239 | -55760 | -1146239 | -6080130 | -333210 | -6080130 |
Avg Bars in Trades | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Winners | 13 | 9 | 16 | 55 | 57 | 51 |
Avg Bars in Losers | 145 | 125 | 184 | 27 | 20 | 32 |
Bars Traded | 7298 | 3632 | 3665 | 7298 | 3632 | 3665 |
Profit Streak | 41.5683 | 83.3183 | 41.5683 | 41.5683 | 83.3183 | 41.5683 |
Trades During Streak | 12 | 7 | 6 | 12 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574230 | -576202 | -574780 | -453243 | 583434 | -583745 |
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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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