Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1744340.9878 | 124275.9414 | -1868616.9292 | -780195.1023 | 5178268.771 | -5958463.8733 |
Total P&L (%) | -1744.341 | 124.2759 | -1868.6169 | -780.1951 | 5178.2688 | -5958.4639 |
Avg Daily Profit (%) | -0.8373 | 0.0597 | -0.8969 | 0 | 0.1906 | 0 |
Buy And Hold Return (%) | 780.8619 | 780.8619 | 780.8619 | 780.8619 | 780.8619 | 780.8619 |
Max Trade Drawdown | -2047884 | -30440 | -2058661 | -28734290 | -2772256 | -27100751 |
Profit Factor | 0.3823 | 1.4396 | 0.2646 | 0.9851 | 1.5375 | 0.8601 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 107 | 50 | 57 | 91 | 42 | 49 |
Losing Trades | 75 | 41 | 34 | 91 | 49 | 42 |
Profitability (%) | 58.7912 | 54.9451 | 62.6374 | 50 | 46.1538 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.2679 | 1.1804 | 0.1578 | 0.9851 | 1.7938 | 0.7373 |
Largest Winning Trade | 51365 | 26767 | 51365 | 5529352 | 2622696 | 5529352 |
Largest Losing Trade | -1656309 | -29104 | -1656309 | -26447741 | -1699259 | -26447741 |
Avg Bars in Trades | 134 | 49 | 219 | 134 | 49 | 219 |
Avg Bars in Winners | 97 | 44 | 144 | 146 | 53 | 226 |
Avg Bars in Losers | 185 | 54 | 344 | 121 | 45 | 210 |
Bars Traded | 24404 | 4469 | 19935 | 24404 | 4469 | 19935 |
Profit Streak | 24.8685 | 0 | 59.9518 | 0 | 53.8685 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578141 | -277780 | -578196 | -579824 | 328092 | -580590 |
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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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