Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2427200.2366 | -174298.1939 | -2252902.0427 | 195095.2715 | 11919792.28 | -11724697.0086 |
Total P&L (%) | -2427.2002 | -174.2982 | -2252.902 | 195.0953 | 11919.7923 | -11724.697 |
Avg Daily Profit (%) | -1.2892 | -0.0926 | -1.1967 | 0.0575 | 0.2547 | 0 |
Buy And Hold Return (%) | 600.2958 | 600.2958 | 600.2958 | 600.2958 | 600.2958 | 600.2958 |
Max Trade Drawdown | -2531662 | -253261 | -2315089 | -13567932 | -2657881 | -15475391 |
Profit Factor | 0.2135 | 0.6188 | 0.143 | 1.0078 | 3.3733 | 0.412 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 149 | 67 | 82 | 91 | 52 | 39 |
Losing Trades | 50 | 32 | 18 | 108 | 47 | 61 |
Profitability (%) | 74.8744 | 67.6768 | 82 | 45.7286 | 52.5253 | 39 |
Ratio Avg Win / Avg Loss | 0.0716 | 0.2955 | 0.0314 | 1.1961 | 3.049 | 0.6444 |
Largest Winning Trade | 19386 | 18810 | 19386 | 5703674 | 5703674 | 1954691 |
Largest Losing Trade | -1490637 | -57410 | -1490637 | -9106957 | -1421748 | -9106957 |
Avg Bars in Trades | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Winners | 11 | 10 | 12 | 36 | 43 | 26 |
Avg Bars in Losers | 75 | 70 | 83 | 20 | 15 | 24 |
Bars Traded | 5512 | 2990 | 2522 | 5512 | 2990 | 2522 |
Profit Streak | 71.5554 | 93.2221 | 71.5554 | 71.5554 | 93.2221 | 71.5554 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574520 | -576972 | -574847 | -492482 | 594689 | -583486 |
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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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