Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2329991.316 | 152621.7552 | -2482613.0712 | -10270304.3337 | -34807166.2254 | 24536861.8917 |
Total P&L (%) | -2329.9913 | 152.6218 | -2482.6131 | -10270.3043 | -34807.1662 | 24536.8619 |
Avg Daily Profit (%) | -1.2543 | 0.0822 | -1.3364 | 0 | 0 | 0.2969 |
Buy And Hold Return (%) | 6405.9684 | 6405.9684 | 6405.9684 | 6405.9684 | 6405.9684 | 6405.9684 |
Max Trade Drawdown | -2431711 | -110742 | -2523522 | -63235471 | -36535752 | -40925451 |
Profit Factor | 0.2484 | 1.6661 | 0.1353 | 0.9218 | 0.4052 | 1.3367 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 49 | 26 | 23 | 42 | 20 | 22 |
Losing Trades | 29 | 13 | 16 | 36 | 19 | 17 |
Profitability (%) | 62.8205 | 66.6667 | 58.9744 | 53.8462 | 51.2821 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.147 | 0.833 | 0.0941 | 0.7901 | 0.3849 | 1.0329 |
Largest Winning Trade | 52175 | 44522 | 52175 | 48014093 | 4371693 | 48014093 |
Largest Losing Trade | -1857333 | -63053 | -1857333 | -29583509 | -13988472 | -29583509 |
Avg Bars in Trades | 66 | 63 | 70 | 66 | 63 | 70 |
Avg Bars in Winners | 37 | 43 | 31 | 62 | 66 | 58 |
Avg Bars in Losers | 115 | 102 | 126 | 72 | 60 | 86 |
Bars Traded | 5213 | 2464 | 2749 | 5213 | 2464 | 2749 |
Profit Streak | 38.7763 | 70.1096 | 0 | 0 | 0 | 161.443 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617069 | -245922 | -579594 | -619056 | -580591 | 310258 |
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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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