Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1722285.4313 | 79024.1026 | -1801309.534 | 902224.3112 | 19112156.2844 | -18209931.9732 |
Total P&L (%) | -1722.2854 | 79.0241 | -1801.3095 | 902.2243 | 19112.1563 | -18209.932 |
Avg Daily Profit (%) | -0.7278 | 0.0334 | -0.7612 | 0.0974 | 0.2224 | 0 |
Buy And Hold Return (%) | 531.8584 | 531.8584 | 531.8584 | 531.8584 | 531.8584 | 531.8584 |
Max Trade Drawdown | -1921903 | -130734 | -1930321 | -28540969 | -7289192 | -30239899 |
Profit Factor | 0.351 | 1.2222 | 0.2161 | 1.016 | 1.9284 | 0.4892 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 155 | 76 | 79 | 109 | 56 | 53 |
Losing Trades | 39 | 21 | 18 | 85 | 41 | 44 |
Profitability (%) | 79.8969 | 78.3505 | 81.4433 | 56.1856 | 57.732 | 54.6392 |
Ratio Avg Win / Avg Loss | 0.0883 | 0.3377 | 0.0492 | 0.7923 | 1.4119 | 0.4062 |
Largest Winning Trade | 23303 | 23303 | 19760 | 16352316 | 16352316 | 4225471 |
Largest Losing Trade | -1602697 | -65934 | -1602697 | -5471512 | -2985421 | -5471512 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 8 | 10 | 7 | 21 | 24 | 18 |
Avg Bars in Losers | 83 | 81 | 85 | 27 | 27 | 26 |
Bars Traded | 4626 | 2505 | 2121 | 4626 | 2505 | 2121 |
Profit Streak | 46.8958 | 83.8958 | 46.8958 | 46.8958 | 83.8958 | 46.8958 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573982 | -310728 | -574999 | -272205 | 475925 | -578704 |
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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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