Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2505784.5666 | 85502.7465 | -2591287.3131 | -1509598.7471 | 22572336.8464 | -24081935.5935 |
Total P&L (%) | -2505.7846 | 85.5027 | -2591.2873 | -1509.5987 | 22572.3368 | -24081.9356 |
Avg Daily Profit (%) | -1.2264 | 0.0418 | -1.2682 | 0 | 0.2658 | 0 |
Buy And Hold Return (%) | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 |
Max Trade Drawdown | -2700065 | -106624 | -2699152 | -103987763 | -40621147 | -77873893 |
Profit Factor | 0.2629 | 1.1896 | 0.1211 | 0.9909 | 1.3422 | 0.758 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 23 | 23 | 38 | 20 | 18 |
Losing Trades | 31 | 15 | 16 | 39 | 18 | 21 |
Profitability (%) | 59.7403 | 60.5263 | 58.9744 | 49.3506 | 52.6316 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.1772 | 0.7758 | 0.0843 | 1.017 | 1.208 | 0.8843 |
Largest Winning Trade | 92436 | 92436 | 49651 | 49712992 | 49712992 | 40874746 |
Largest Losing Trade | -1503987 | -78177 | -1503987 | -65908693 | -29475176 | -65908693 |
Avg Bars in Trades | 102 | 107 | 96 | 102 | 107 | 96 |
Avg Bars in Winners | 57 | 57 | 57 | 93 | 103 | 82 |
Avg Bars in Losers | 169 | 185 | 153 | 110 | 112 | 109 |
Bars Traded | 7870 | 4098 | 3772 | 7870 | 4098 | 3772 |
Profit Streak | 0 | 430.6564 | 0 | 321.1564 | 0 | 382.1564 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -625515 | -313749 | -579594 | -625054 | 333536 | -581289 |
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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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