Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1869524.2053 | 186064.8753 | -2055589.0806 | -59924.4652 | 31682392.5167 | -31742316.9819 |
Total P&L (%) | -1869.5242 | 186.0649 | -2055.5891 | -59.9245 | 31682.3925 | -31742.317 |
Avg Daily Profit (%) | -0.9149 | 0.0911 | -1.0059 | -0.0447 | 0.2823 | 0 |
Buy And Hold Return (%) | 3924.1657 | 3924.1657 | 3924.1657 | 3924.1657 | 3924.1657 | 3924.1657 |
Max Trade Drawdown | -2053638 | -103533 | -2094389 | -70805149 | -13902171 | -65644241 |
Profit Factor | 0.2896 | 1.5674 | 0.1078 | 0.9993 | 2.5581 | 0.5327 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 43 | 23 | 20 | 37 | 18 | 19 |
Losing Trades | 38 | 17 | 21 | 44 | 22 | 22 |
Profitability (%) | 53.0864 | 57.5 | 48.7805 | 45.679 | 45 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.256 | 1.1585 | 0.1131 | 1.1884 | 3.1266 | 0.6168 |
Largest Winning Trade | 177329 | 177329 | 52787 | 47027684 | 47027684 | 27677704 |
Largest Losing Trade | -1007518 | -78482 | -1007518 | -42204660 | -11864616 | -42204660 |
Avg Bars in Trades | 46 | 47 | 44 | 46 | 47 | 44 |
Avg Bars in Winners | 23 | 25 | 22 | 37 | 42 | 33 |
Avg Bars in Losers | 71 | 77 | 66 | 53 | 51 | 54 |
Bars Traded | 3740 | 1906 | 1834 | 3740 | 1906 | 1834 |
Profit Streak | 0 | 387.9388 | 0 | 0 | 387.9388 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -596655 | -233877 | -581216 | -597069 | 442380 | -582165 |
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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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