Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2364871.5967 | 140799.069 | -2505670.6657 | -7707227.8807 | 36325090.4922 | -44032318.3729 |
Total P&L (%) | -2364.8716 | 140.7991 | -2505.6707 | -7707.2279 | 36325.0905 | -44032.3184 |
Avg Daily Profit (%) | -1.1574 | 0.0689 | -1.2263 | 0 | 0.2891 | 0 |
Buy And Hold Return (%) | 4406.4433 | 4406.4433 | 4406.4433 | 4406.4433 | 4406.4433 | 4406.4433 |
Max Trade Drawdown | -2568524 | -88503 | -2611723 | -75026884 | -15667604 | -65405052 |
Profit Factor | 0.2568 | 1.4361 | 0.1237 | 0.9282 | 2.0851 | 0.4038 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 47 | 26 | 21 | 43 | 20 | 23 |
Losing Trades | 40 | 17 | 23 | 44 | 23 | 21 |
Profitability (%) | 54.023 | 60.4651 | 47.7273 | 49.4253 | 46.5116 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.2186 | 0.939 | 0.1355 | 0.9498 | 2.3979 | 0.3687 |
Largest Winning Trade | 76689 | 76689 | 55896 | 56433922 | 56433922 | 12446694 |
Largest Losing Trade | -1377437 | -87218 | -1377437 | -42132275 | -12665614 | -42132275 |
Avg Bars in Trades | 65 | 64 | 65 | 65 | 64 | 65 |
Avg Bars in Winners | 40 | 41 | 40 | 68 | 77 | 59 |
Avg Bars in Losers | 93 | 100 | 88 | 62 | 53 | 71 |
Bars Traded | 5664 | 2790 | 2874 | 5664 | 2790 | 2874 |
Profit Streak | 320.5272 | 323.1939 | 320.5272 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578658 | -265085 | -580636 | -580769 | 412476 | -580424 |
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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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