Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3550205.5381 | -141748.7114 | -3408456.8267 | -143397.5482 | 81998508.9847 | -82141906.5329 |
Total P&L (%) | -3550.2055 | -141.7487 | -3408.4568 | -143.3975 | 81998.509 | -82141.9065 |
Avg Daily Profit (%) | -1.7375 | -0.0694 | -1.6682 | 0 | 0.329 | 0 |
Buy And Hold Return (%) | 3405.7644 | 3405.7644 | 3405.7644 | 3405.7644 | 3405.7644 | 3405.7644 |
Max Trade Drawdown | -3606030 | -169448 | -3447933 | -115020746 | -23657128 | -112518932 |
Profit Factor | 0.1272 | 0.643 | 0.0714 | 0.9991 | 3.4821 | 0.3068 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 20 | 26 | 30 | 15 | 15 |
Losing Trades | 31 | 18 | 13 | 47 | 23 | 24 |
Profitability (%) | 59.7403 | 52.6316 | 66.6667 | 38.961 | 39.4737 | 38.4615 |
Ratio Avg Win / Avg Loss | 0.0857 | 0.5787 | 0.0357 | 1.5652 | 5.3392 | 0.4908 |
Largest Winning Trade | 37514 | 37514 | 24512 | 55382214 | 55382214 | 11835610 |
Largest Losing Trade | -1756921 | -76931 | -1756921 | -89571329 | -19039409 | -89571329 |
Avg Bars in Trades | 99 | 100 | 98 | 99 | 100 | 98 |
Avg Bars in Winners | 39 | 46 | 33 | 136 | 147 | 126 |
Avg Bars in Losers | 189 | 161 | 229 | 76 | 70 | 81 |
Bars Traded | 7692 | 3836 | 3856 | 7692 | 3836 | 3856 |
Profit Streak | 0 | 398.6867 | 0 | 322.4367 | 0 | 327.4367 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -625515 | -579083 | -578596 | -627983 | 421915 | -584657 |
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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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