Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2400418.4697 | 67805.4075 | -2468223.8772 | -111794.2976 | -15134857.1962 | 15023062.8986 |
Total P&L (%) | -2400.4185 | 67.8054 | -2468.2239 | -111.7943 | -15134.8572 | 15023.0629 |
Avg Daily Profit (%) | -1.1748 | 0.0332 | -1.2079 | 0 | 0 | 0.2459 |
Buy And Hold Return (%) | 2788.8889 | 2788.8889 | 2788.8889 | 2788.8889 | 2788.8889 | 2788.8889 |
Max Trade Drawdown | -2429886 | -148684 | -2526565 | -19054353 | -18776889 | -6394907 |
Profit Factor | 0.2412 | 1.1825 | 0.1159 | 0.9962 | 0.2659 | 2.7569 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 32 | 14 | 18 | 30 | 12 | 18 |
Losing Trades | 25 | 14 | 11 | 27 | 16 | 11 |
Profitability (%) | 56.1404 | 50 | 62.069 | 52.6316 | 42.8571 | 62.069 |
Ratio Avg Win / Avg Loss | 0.1884 | 1.1825 | 0.0708 | 0.8966 | 0.3545 | 1.6848 |
Largest Winning Trade | 157409 | 157409 | 67217 | 17628939 | 3030192 | 17628939 |
Largest Losing Trade | -1459797 | -74307 | -1459797 | -12757639 | -12757639 | -5804757 |
Avg Bars in Trades | 103 | 111 | 96 | 103 | 111 | 96 |
Avg Bars in Winners | 43 | 41 | 45 | 80 | 84 | 78 |
Avg Bars in Losers | 180 | 181 | 180 | 129 | 131 | 125 |
Bars Traded | 5914 | 3122 | 2792 | 5914 | 3122 | 2792 |
Profit Streak | 0 | 404.5769 | 0 | 324.5769 | 0 | 389.5769 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759481 | -354244 | -579268 | -759349 | -604611 | 543182 |
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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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