Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2758802.5883 | 2638.8061 | -2761441.3944 | -1743880.6717 | 12392337.6683 | -14136218.34 |
Total P&L (%) | -2758.8026 | 2.6388 | -2761.4414 | -1743.8807 | 12392.3377 | -14136.2183 |
Avg Daily Profit (%) | -1.3502 | 0.0013 | -1.3515 | 0 | 0.2366 | 0 |
Buy And Hold Return (%) | 2915.9552 | 2915.9552 | 2915.9552 | 2915.9552 | 2915.9552 | 2915.9552 |
Max Trade Drawdown | -2852232 | -110597 | -2831145 | -19374185 | -3229552 | -21806951 |
Profit Factor | 0.2272 | 1.007 | 0.1349 | 0.9518 | 2.3833 | 0.4812 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 48 | 26 | 22 | 38 | 18 | 20 |
Losing Trades | 34 | 15 | 19 | 44 | 23 | 21 |
Profitability (%) | 58.5366 | 63.4146 | 53.6585 | 46.3415 | 43.9024 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.1609 | 0.581 | 0.1165 | 1.1021 | 3.0453 | 0.5053 |
Largest Winning Trade | 57894 | 57894 | 51662 | 9182941 | 9182941 | 3057910 |
Largest Losing Trade | -1593878 | -71562 | -1593878 | -13852739 | -1637903 | -13852739 |
Avg Bars in Trades | 96 | 90 | 103 | 96 | 90 | 103 |
Avg Bars in Winners | 52 | 44 | 63 | 101 | 101 | 101 |
Avg Bars in Losers | 158 | 170 | 149 | 93 | 81 | 105 |
Bars Traded | 7937 | 3704 | 4232 | 7937 | 3704 | 4232 |
Profit Streak | 319.7235 | 402.7235 | 319.7235 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587204 | -568263 | -579680 | -589311 | 307956 | -581216 |
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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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