Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2128982.7118 | 286542.0733 | -2415524.7851 | 66380.0453 | 8470168.2727 | -8403788.2275 |
Total P&L (%) | -2128.9827 | 286.5421 | -2415.5248 | 66.38 | 8470.1683 | -8403.7882 |
Avg Daily Profit (%) | -1.0418 | 0.1402 | -1.1821 | 0.0249 | 0.218 | 0 |
Buy And Hold Return (%) | 2842.3643 | 2842.3643 | 2842.3643 | 2842.3643 | 2842.3643 | 2842.3643 |
Max Trade Drawdown | -2354216 | -116227 | -2528183 | -12572353 | -2208293 | -13392301 |
Profit Factor | 0.3433 | 1.751 | 0.1556 | 1.0035 | 2.8562 | 0.4242 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 47 | 22 | 25 | 41 | 20 | 21 |
Losing Trades | 32 | 17 | 15 | 38 | 19 | 19 |
Profitability (%) | 59.4937 | 56.4103 | 62.5 | 51.8987 | 51.2821 | 52.5 |
Ratio Avg Win / Avg Loss | 0.2338 | 1.3531 | 0.0933 | 0.93 | 2.7133 | 0.3838 |
Largest Winning Trade | 155827 | 155827 | 63989 | 8525989 | 8525989 | 3199072 |
Largest Losing Trade | -1556065 | -76784 | -1556065 | -8439086 | -2001643 | -8439086 |
Avg Bars in Trades | 50 | 53 | 46 | 50 | 53 | 46 |
Avg Bars in Winners | 29 | 34 | 25 | 54 | 61 | 47 |
Avg Bars in Losers | 79 | 77 | 82 | 45 | 45 | 45 |
Bars Traded | 3950 | 2088 | 1862 | 3950 | 2088 | 1862 |
Profit Streak | 318.4104 | 340.9104 | 318.4104 | 318.4104 | 340.9104 | 318.4104 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609580 | -167597 | -578542 | -573810 | 420037 | -579838 |
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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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