Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2280537.4872 | 34061.0008 | -2314598.488 | -55470.2879 | 14100891.5251 | -14156361.813 |
Total P&L (%) | -2280.5375 | 34.061 | -2314.5985 | -55.4703 | 14100.8915 | -14156.3618 |
Avg Daily Profit (%) | -1.116 | 0.0167 | -1.1327 | -0.0396 | 0.2428 | 0 |
Buy And Hold Return (%) | 4600.2688 | 4600.2688 | 4600.2688 | 4600.2688 | 4600.2688 | 4600.2688 |
Max Trade Drawdown | -2383597 | -91211 | -2372252 | -24923253 | -4693655 | -28327738 |
Profit Factor | 0.2253 | 1.1328 | 0.1387 | 0.9988 | 2.3271 | 0.6189 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 48 | 24 | 24 | 46 | 25 | 21 |
Losing Trades | 32 | 16 | 16 | 34 | 15 | 19 |
Profitability (%) | 60 | 60 | 60 | 57.5 | 62.5 | 52.5 |
Ratio Avg Win / Avg Loss | 0.1502 | 0.7552 | 0.0925 | 0.7383 | 1.3962 | 0.56 |
Largest Winning Trade | 32019 | 30888 | 32019 | 15019097 | 15019097 | 9276210 |
Largest Losing Trade | -1457092 | -70514 | -1457092 | -21967224 | -3487469 | -21967224 |
Avg Bars in Trades | 47 | 34 | 59 | 47 | 34 | 59 |
Avg Bars in Winners | 25 | 20 | 30 | 47 | 42 | 53 |
Avg Bars in Losers | 80 | 55 | 104 | 47 | 22 | 67 |
Bars Traded | 3784 | 1392 | 2392 | 3784 | 1392 | 2392 |
Profit Streak | 270.7962 | 453.2962 | 0 | 270.7962 | 453.2962 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -602392 | -409805 | -579453 | -602716 | 420306 | -580425 |
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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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