Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2859441.6531 | 21094.2063 | -2880535.8594 | -729522.5594 | 261785580.1579 | -262515102.7173 |
Total P&L (%) | -2859.4417 | 21.0942 | -2880.5359 | -729.5226 | 261785.5802 | -262515.1027 |
Avg Daily Profit (%) | -1.3999 | 0.0103 | -1.4102 | 0 | 0.386 | 0 |
Buy And Hold Return (%) | 3136.4646 | 3136.4646 | 3136.4646 | 3136.4646 | 3136.4646 | 3136.4646 |
Max Trade Drawdown | -3008416 | -196098 | -2992031 | -346706988 | -88629764 | -341008544 |
Profit Factor | 0.219 | 1.0489 | 0.108 | 0.9985 | 3.4206 | 0.3009 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 48 | 21 | 27 | 45 | 22 | 23 |
Losing Trades | 46 | 26 | 20 | 49 | 25 | 24 |
Profitability (%) | 51.0638 | 44.6809 | 57.4468 | 47.8723 | 46.8085 | 48.9362 |
Ratio Avg Win / Avg Loss | 0.2098 | 1.2986 | 0.08 | 1.0872 | 3.887 | 0.314 |
Largest Winning Trade | 94668 | 94668 | 53432 | 139772423 | 139772423 | 25571148 |
Largest Losing Trade | -1671546 | -73275 | -1671546 | -292716818 | -88629764 | -292716818 |
Avg Bars in Trades | 127 | 109 | 145 | 127 | 109 | 145 |
Avg Bars in Winners | 77 | 71 | 82 | 151 | 145 | 156 |
Avg Bars in Losers | 179 | 139 | 230 | 105 | 76 | 135 |
Bars Traded | 11963 | 5124 | 6839 | 11963 | 5124 | 6839 |
Profit Streak | 0 | 0 | 338.7997 | 284.2997 | 330.2997 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580389 | -513581 | -579144 | -579099 | 561480 | -581110 |
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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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