Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1651877.0872 | 152725.6086 | -1804602.6958 | 752710.399 | -5182203.4082 | 5934913.8072 |
Total P&L (%) | -1651.8771 | 152.7256 | -1804.6027 | 752.7104 | -5182.2034 | 5934.9138 |
Avg Daily Profit (%) | -0.8411 | 0.0778 | -0.9188 | 0.1092 | 0 | 0.209 |
Buy And Hold Return (%) | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 |
Max Trade Drawdown | -1917455 | -92651 | -1930682 | -10330234 | -5845694 | -8307065 |
Profit Factor | 0.2974 | 1.5749 | 0.1346 | 1.033 | 0.4828 | 1.4639 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 49 | 23 | 26 | 49 | 22 | 27 |
Losing Trades | 29 | 16 | 13 | 29 | 17 | 12 |
Profitability (%) | 62.8205 | 58.9744 | 66.6667 | 62.8205 | 56.4103 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.176 | 1.0956 | 0.0673 | 0.6114 | 0.3731 | 0.6506 |
Largest Winning Trade | 58795 | 40922 | 58795 | 15130883 | 1384522 | 15130883 |
Largest Losing Trade | -1694996 | -63129 | -1694996 | -8095275 | -4251647 | -8095275 |
Avg Bars in Trades | 72 | 78 | 67 | 72 | 78 | 67 |
Avg Bars in Winners | 37 | 38 | 36 | 40 | 39 | 40 |
Avg Bars in Losers | 132 | 135 | 129 | 128 | 127 | 128 |
Bars Traded | 5688 | 3050 | 2638 | 5688 | 3050 | 2638 |
Profit Streak | 401.4475 | 0 | 557.1141 | 401.4475 | 0 | 557.1141 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617030 | -251952 | -577262 | -434738 | -579926 | 327178 |
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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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