Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3079461.1343 | 17852.6472 | -3097313.7814 | 8672.7411 | 15466393.6266 | -15457720.8855 |
Total P&L (%) | -3079.4611 | 17.8526 | -3097.3138 | 8.6727 | 15466.3936 | -15457.7209 |
Avg Daily Profit (%) | -1.5071 | 0.0087 | -1.5158 | 0.0041 | 0.2473 | 0 |
Buy And Hold Return (%) | 3257.6572 | 3257.6572 | 3257.6572 | 3257.6572 | 3257.6572 | 3257.6572 |
Max Trade Drawdown | -3172304 | -148252 | -3161525 | -23337493 | -1827011 | -23337493 |
Profit Factor | 0.2075 | 1.0464 | 0.1153 | 1.0002 | 4.1888 | 0.5554 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 18 | 17 | 41 | 22 | 19 |
Losing Trades | 45 | 22 | 23 | 39 | 18 | 21 |
Profitability (%) | 43.75 | 45 | 42.5 | 51.25 | 55 | 47.5 |
Ratio Avg Win / Avg Loss | 0.2668 | 1.2789 | 0.156 | 0.9514 | 3.4272 | 0.6139 |
Largest Winning Trade | 68839 | 68839 | 63949 | 7466546 | 6217003 | 7466546 |
Largest Losing Trade | -2286617 | -57003 | -2286617 | -23337493 | -1386732 | -23337493 |
Avg Bars in Trades | 72 | 65 | 80 | 72 | 65 | 80 |
Avg Bars in Winners | 67 | 71 | 62 | 75 | 76 | 75 |
Avg Bars in Losers | 77 | 59 | 94 | 69 | 51 | 85 |
Bars Traded | 5823 | 2606 | 3217 | 5823 | 2606 | 3217 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -606986 | -518343 | -583666 | -598725 | 531399 | -581722 |
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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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