Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1893046.3967 | 30175.6072 | -1923222.0039 | 31551731.4751 | -479446.1442 | 32031177.6193 |
Total P&L (%) | -1893.0464 | 30.1756 | -1923.222 | 31551.7315 | -479.4461 | 32031.1776 |
Avg Daily Profit (%) | -0.8396 | 0.0134 | -0.8529 | 0.2557 | 0 | 0.2563 |
Buy And Hold Return (%) | 208.5903 | 208.5903 | 208.5903 | 208.5903 | 208.5903 | 208.5903 |
Max Trade Drawdown | -2138743 | -20846 | -2152820 | -25104261 | -5710900 | -26264596 |
Profit Factor | 0.1992 | 1.4295 | 0.1615 | 1.5327 | 0.9688 | 1.7305 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 45 | 24 | 21 | 45 | 23 | 22 |
Losing Trades | 32 | 15 | 17 | 32 | 16 | 16 |
Profitability (%) | 58.4416 | 61.5385 | 55.2632 | 58.4416 | 58.9744 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.1417 | 0.8934 | 0.1308 | 1.0899 | 0.674 | 1.2585 |
Largest Winning Trade | 51852 | 11990 | 51852 | 14251586 | 2562221 | 14251586 |
Largest Losing Trade | -1663172 | -14889 | -1663172 | -14588375 | -4210959 | -14588375 |
Avg Bars in Trades | 170 | 5 | 339 | 170 | 5 | 339 |
Avg Bars in Winners | 116 | 6 | 241 | 146 | 6 | 293 |
Avg Bars in Losers | 247 | 4 | 461 | 204 | 4 | 404 |
Bars Traded | 13138 | 218 | 12919 | 13138 | 218 | 12919 |
Profit Streak | 0 | 0 | 472.5694 | 0 | 0 | 472.5694 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -625683 | -339737 | -578727 | -34886 | -579316 | 470858 |
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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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