Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2071109.0813 | 150959.864 | -2222068.9453 | -10939637.8592 | 31102255.7674 | -42041893.6266 |
Total P&L (%) | -2071.1091 | 150.9599 | -2222.0689 | -10939.6379 | 31102.2558 | -42041.8936 |
Avg Daily Profit (%) | -0.9136 | 0.0666 | -0.9802 | 0 | 0.2537 | 0 |
Buy And Hold Return (%) | 11062.6891 | 11062.6891 | 11062.6891 | 11062.6891 | 11062.6891 | 11062.6891 |
Max Trade Drawdown | -2153772 | -60275 | -2251124 | -86488646 | -11247264 | -89295885 |
Profit Factor | 0.2815 | 1.4751 | 0.1337 | 0.9304 | 1.6494 | 0.6157 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 120 | 58 | 62 | 120 | 57 | 63 |
Losing Trades | 69 | 36 | 33 | 69 | 37 | 32 |
Profitability (%) | 63.4921 | 61.7021 | 65.2632 | 63.4921 | 60.6383 | 66.3158 |
Ratio Avg Win / Avg Loss | 0.1619 | 0.9156 | 0.0711 | 0.535 | 1.0707 | 0.3127 |
Largest Winning Trade | 30940 | 30940 | 22102 | 13827461 | 13827461 | 6841922 |
Largest Losing Trade | -1786970 | -52681 | -1786970 | -45826726 | -8167885 | -45826726 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 15 | 17 | 12 | 18 | 20 | 17 |
Avg Bars in Losers | 36 | 34 | 37 | 29 | 29 | 29 |
Bars Traded | 4308 | 2275 | 2032 | 4308 | 2275 | 2032 |
Profit Streak | 0 | 0 | 0 | 62.7245 | 62.7245 | 92.2245 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577761 | -268818 | -578544 | -576372 | 329153 | -577448 |
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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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