Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2895150.6087 | -5552.7887 | -2889597.82 | 1638415.5202 | -34950153.1266 | 36588568.6468 |
Total P&L (%) | -2895.1506 | -5.5528 | -2889.5978 | 1638.4155 | -34950.1531 | 36588.5686 |
Avg Daily Profit (%) | -1.4169 | -0.0027 | -1.4142 | 0.1399 | 0 | 0.2894 |
Buy And Hold Return (%) | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 |
Max Trade Drawdown | -2949646 | -136136 | -2972215 | -43699429 | -43976379 | -11500130 |
Profit Factor | 0.21 | 0.9862 | 0.1146 | 1.0195 | 0.3935 | 2.3802 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 41 | 19 | 22 | 37 | 15 | 22 |
Losing Trades | 38 | 20 | 18 | 42 | 24 | 18 |
Profitability (%) | 51.8987 | 48.7179 | 55 | 46.8354 | 38.4615 | 55 |
Ratio Avg Win / Avg Loss | 0.1946 | 1.0381 | 0.0937 | 1.1572 | 0.6295 | 1.9474 |
Largest Winning Trade | 62350 | 60456 | 62350 | 23255661 | 9892412 | 23255661 |
Largest Losing Trade | -1662716 | -68720 | -1662716 | -22183436 | -22183436 | -7565897 |
Avg Bars in Trades | 100 | 102 | 98 | 100 | 102 | 98 |
Avg Bars in Winners | 76 | 76 | 76 | 78 | 63 | 88 |
Avg Bars in Losers | 126 | 126 | 126 | 119 | 126 | 111 |
Bars Traded | 7928 | 3982 | 3946 | 7928 | 3982 | 3946 |
Profit Streak | 299.0172 | 0 | 300.2672 | 299.0172 | 0 | 300.2672 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -611221 | -579589 | -579513 | -402722 | -585244 | 525607 |
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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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