Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2243884.8756 | 95424.5904 | -2339309.4661 | -306128.1274 | 9731465.0879 | -10037593.2153 |
Total P&L (%) | -2243.8849 | 95.4246 | -2339.3095 | -306.1281 | 9731.4651 | -10037.5932 |
Avg Daily Profit (%) | -1.0985 | 0.0467 | -1.1452 | 0 | 0.2249 | 0 |
Buy And Hold Return (%) | 2888.8889 | 2888.8889 | 2888.8889 | 2888.8889 | 2888.8889 | 2888.8889 |
Max Trade Drawdown | -2349830 | -161834 | -2408830 | -16843732 | -3097214 | -18185076 |
Profit Factor | 0.2734 | 1.2346 | 0.1276 | 0.9897 | 2.3392 | 0.5544 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 14 | 21 | 33 | 18 | 15 |
Losing Trades | 27 | 17 | 10 | 29 | 13 | 16 |
Profitability (%) | 56.4516 | 45.1613 | 67.7419 | 53.2258 | 58.0645 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.2109 | 1.4991 | 0.0607 | 0.8698 | 1.6895 | 0.5913 |
Largest Winning Trade | 115786 | 115786 | 39261 | 9101093 | 9101093 | 8755753 |
Largest Losing Trade | -1292020 | -70793 | -1292020 | -13561311 | -2186207 | -13561311 |
Avg Bars in Trades | 192 | 197 | 187 | 192 | 197 | 187 |
Avg Bars in Winners | 97 | 101 | 94 | 172 | 183 | 159 |
Avg Bars in Losers | 315 | 276 | 382 | 214 | 216 | 212 |
Bars Traded | 11919 | 6115 | 5804 | 11919 | 6115 | 5804 |
Profit Streak | 0 | 326.5765 | 0 | 317.5765 | 0 | 325.9098 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738441 | -297946 | -578518 | -738272 | 393378 | -580857 |
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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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