Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3675716.278 | -165142.5283 | -3510573.7498 | -97140.7088 | 45749631.4397 | -45846772.1485 |
Total P&L (%) | -3675.7163 | -165.1425 | -3510.5738 | -97.1407 | 45749.6314 | -45846.7721 |
Avg Daily Profit (%) | -1.7989 | -0.0808 | -1.7181 | -0.1738 | 0.3004 | 0 |
Buy And Hold Return (%) | 2905.5866 | 2905.5866 | 2905.5866 | 2905.5866 | 2905.5866 | 2905.5866 |
Max Trade Drawdown | -3694168 | -187691 | -3536661 | -82659191 | -15174328 | -75445082 |
Profit Factor | 0.1117 | 0.5709 | 0.0646 | 0.9991 | 2.7686 | 0.4031 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 61 | 30 | 31 | 45 | 22 | 23 |
Losing Trades | 33 | 17 | 16 | 49 | 25 | 24 |
Profitability (%) | 64.8936 | 63.8298 | 65.9574 | 47.8723 | 46.8085 | 48.9362 |
Ratio Avg Win / Avg Loss | 0.0604 | 0.3235 | 0.0334 | 1.0879 | 3.1461 | 0.4206 |
Largest Winning Trade | 25092 | 24224 | 25092 | 61626274 | 61626274 | 18492503 |
Largest Losing Trade | -1758280 | -84793 | -1758280 | -50819166 | -10601539 | -50819166 |
Avg Bars in Trades | 63 | 68 | 58 | 63 | 68 | 58 |
Avg Bars in Winners | 19 | 18 | 20 | 64 | 82 | 47 |
Avg Bars in Losers | 143 | 156 | 131 | 61 | 56 | 68 |
Bars Traded | 5947 | 3216 | 2730 | 5947 | 3216 | 2730 |
Profit Streak | 0 | 390.7765 | 0 | 0 | 390.7765 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578318 | -577544 | -578628 | -579688 | 517633 | -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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