Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3312588.6736 | -170204.9846 | -3142383.689 | -186488.4446 | 23518937.5686 | -23705426.0132 |
Total P&L (%) | -3312.5887 | -170.205 | -3142.3837 | -186.4884 | 23518.9376 | -23705.426 |
Avg Daily Profit (%) | -1.6217 | -0.0833 | -1.5384 | 0 | 0.2679 | 0 |
Buy And Hold Return (%) | 3103.8479 | 3103.8479 | 3103.8479 | 3103.8479 | 3103.8479 | 3103.8479 |
Max Trade Drawdown | -3351243 | -189100 | -3194426 | -44498048 | -14218046 | -39403248 |
Profit Factor | 0.1348 | 0.5973 | 0.0774 | 0.997 | 2.1255 | 0.4375 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 60 | 27 | 33 | 38 | 20 | 18 |
Losing Trades | 33 | 19 | 14 | 55 | 26 | 29 |
Profitability (%) | 64.5161 | 58.6957 | 70.2128 | 40.8602 | 43.4783 | 38.2979 |
Ratio Avg Win / Avg Loss | 0.0741 | 0.4203 | 0.0328 | 1.4431 | 2.7632 | 0.7049 |
Largest Winning Trade | 34931 | 34931 | 29703 | 18029011 | 18029011 | 5251691 |
Largest Losing Trade | -1626911 | -68890 | -1626911 | -21760574 | -6928764 | -21760574 |
Avg Bars in Trades | 127 | 134 | 120 | 127 | 134 | 120 |
Avg Bars in Winners | 53 | 63 | 45 | 172 | 182 | 161 |
Avg Bars in Losers | 261 | 235 | 297 | 96 | 97 | 95 |
Bars Traded | 11858 | 6187 | 5671 | 11858 | 6187 | 5671 |
Profit Streak | 0 | 389.2809 | 0 | 316.6143 | 0 | 316.9476 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578370 | -578613 | -578076 | -581830 | 367119 | -584660 |
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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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