Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2306584.2138 | 162880.361 | -2469464.5748 | 33274.9146 | 24252449.8646 | -24219174.95 |
Total P&L (%) | -2306.5842 | 162.8804 | -2469.4646 | 33.2749 | 24252.4499 | -24219.175 |
Avg Daily Profit (%) | -1.1287 | 0.0797 | -1.2084 | 0.0141 | 0.2693 | 0 |
Buy And Hold Return (%) | 3120.0737 | 3120.0737 | 3120.0737 | 3120.0737 | 3120.0737 | 3120.0737 |
Max Trade Drawdown | -2450333 | -118584 | -2545477 | -54859349 | -12211154 | -53453319 |
Profit Factor | 0.2994 | 1.3798 | 0.1375 | 1.0004 | 2.0848 | 0.5535 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 16 | 22 | 38 | 21 | 17 |
Losing Trades | 40 | 23 | 17 | 40 | 18 | 22 |
Profitability (%) | 48.7179 | 41.0256 | 56.4103 | 48.7179 | 53.8462 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.3151 | 1.9834 | 0.1063 | 1.0531 | 1.787 | 0.7162 |
Largest Winning Trade | 164167 | 164167 | 61352 | 25469247 | 25469247 | 24159183 |
Largest Losing Trade | -1536172 | -72817 | -1536172 | -34810989 | -11537118 | -34810989 |
Avg Bars in Trades | 50 | 58 | 42 | 50 | 58 | 42 |
Avg Bars in Winners | 27 | 37 | 20 | 53 | 62 | 42 |
Avg Bars in Losers | 72 | 73 | 70 | 47 | 54 | 42 |
Bars Traded | 3936 | 2293 | 1644 | 3936 | 2293 | 1644 |
Profit Streak | 0 | 332.8304 | 0 | 0 | 332.8304 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -620054 | -253129 | -579926 | -599167 | 506834 | -583250 |
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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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