Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1554326.2194 | 250298.1946 | -1804624.414 | 46771510.0981 | -35825367.9493 | 82596878.0474 |
Total P&L (%) | -1554.3262 | 250.2982 | -1804.6244 | 46771.5101 | -35825.3679 | 82596.878 |
Avg Daily Profit (%) | -0.7914 | 0.1274 | -0.9189 | 0.3136 | 0 | 0.3426 |
Buy And Hold Return (%) | 1592.9942 | 1592.9942 | 1592.9942 | 1592.9942 | 1592.9942 | 1592.9942 |
Max Trade Drawdown | -1989922 | -73157 | -1989086 | -139148275 | -118396495 | -61909964 |
Profit Factor | 0.4156 | 1.7219 | 0.2197 | 1.1016 | 0.8603 | 1.4053 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 97 | 51 | 46 | 99 | 52 | 47 |
Losing Trades | 83 | 39 | 44 | 81 | 38 | 43 |
Profitability (%) | 53.8889 | 56.6667 | 51.1111 | 55 | 57.7778 | 52.2222 |
Ratio Avg Win / Avg Loss | 0.3556 | 1.3168 | 0.2102 | 0.9013 | 0.6287 | 1.2857 |
Largest Winning Trade | 63202 | 63202 | 55731 | 64216042 | 33488964 | 64216042 |
Largest Losing Trade | -1646811 | -51092 | -1646811 | -88485526 | -88485526 | -25904292 |
Avg Bars in Trades | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Winners | 22 | 23 | 22 | 23 | 23 | 23 |
Avg Bars in Losers | 41 | 44 | 38 | 41 | 45 | 37 |
Bars Traded | 5670 | 2959 | 2710 | 5670 | 2959 | 2710 |
Profit Streak | 402.1141 | 0 | 571.1141 | 402.1141 | 0 | 571.1141 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578745 | -185957 | -579596 | -99240 | -580083 | 407132 |
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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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