Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2800426.0246 | 36594.0088 | -2837020.0334 | -99729.1467 | 7819352.9586 | -7919082.1053 |
Total P&L (%) | -2800.426 | 36.594 | -2837.02 | -99.7291 | 7819.353 | -7919.0821 |
Avg Daily Profit (%) | -1.3705 | 0.0179 | -1.3884 | -0.2889 | 0.2142 | 0 |
Buy And Hold Return (%) | 2683.1277 | 2683.1277 | 2683.1277 | 2683.1277 | 2683.1277 | 2683.1277 |
Max Trade Drawdown | -2868899 | -173397 | -2883199 | -11286163 | -1759804 | -10904562 |
Profit Factor | 0.2341 | 1.0835 | 0.1183 | 0.9935 | 3.3503 | 0.3397 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 66 | 32 | 34 | 56 | 29 | 27 |
Losing Trades | 26 | 14 | 12 | 36 | 17 | 19 |
Profitability (%) | 71.7391 | 69.5652 | 73.913 | 60.8696 | 63.0435 | 58.6957 |
Ratio Avg Win / Avg Loss | 0.0922 | 0.474 | 0.0418 | 0.6387 | 1.964 | 0.2391 |
Largest Winning Trade | 53699 | 53699 | 30686 | 6283577 | 6283577 | 2201170 |
Largest Losing Trade | -1501651 | -78855 | -1501651 | -8506703 | -1406842 | -8506703 |
Avg Bars in Trades | 64 | 69 | 59 | 64 | 69 | 59 |
Avg Bars in Winners | 25 | 28 | 22 | 45 | 53 | 36 |
Avg Bars in Losers | 165 | 164 | 166 | 95 | 98 | 93 |
Bars Traded | 5970 | 3216 | 2754 | 5970 | 3216 | 2754 |
Profit Streak | 0 | 393.3124 | 0 | 0 | 393.3124 | 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 | -577436 | -461117 | -577604 | -579123 | 522066 | -579577 |
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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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