Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3802117.1626 | 82935.9119 | -3885053.0745 | -7524347.7764 | 26018038.1712 | -33542385.9477 |
Total P&L (%) | -3802.1172 | 82.9359 | -3885.0531 | -7524.3478 | 26018.0382 | -33542.3859 |
Avg Daily Profit (%) | -1.825 | 0.0398 | -1.8648 | 0 | 0.2675 | 0 |
Buy And Hold Return (%) | 563.0153 | 563.0153 | 563.0153 | 563.0153 | 563.0153 | 563.0153 |
Max Trade Drawdown | -4051890 | -20835 | -4053942 | -190870468 | -13746180 | -189276452 |
Profit Factor | 0.1386 | 2.7857 | 0.1104 | 0.9743 | 2.4433 | 0.8781 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 62 | 31 | 31 | 53 | 29 | 24 |
Losing Trades | 21 | 11 | 10 | 30 | 13 | 17 |
Profitability (%) | 74.6988 | 73.8095 | 75.6098 | 63.8554 | 69.0476 | 58.5366 |
Ratio Avg Win / Avg Loss | 0.0469 | 0.9885 | 0.0356 | 0.5515 | 1.0953 | 0.622 |
Largest Winning Trade | 54004 | 21008 | 54004 | 28085397 | 7672192 | 28085397 |
Largest Losing Trade | -3729535 | -19793 | -3729535 | -108648564 | -12834156 | -108648564 |
Avg Bars in Trades | 291 | 3 | 587 | 291 | 3 | 587 |
Avg Bars in Winners | 204 | 2 | 405 | 212 | 3 | 465 |
Avg Bars in Losers | 551 | 4 | 1152 | 432 | 3 | 760 |
Bars Traded | 24234 | 141 | 24093 | 24234 | 141 | 24093 |
Profit Streak | 0 | 0 | 294.4063 | 8.823 | 217.573 | 0 |
Trades During Streak | 0 | 0 | 6 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578576 | -299559 | -576010 | -579312 | 559469 | -579635 |
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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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