Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3017047.9424 | -2594.7135 | -3014453.2289 | -55695.017 | 10973748.3978 | -11029443.4149 |
Total P&L (%) | -3017.0479 | -2.5947 | -3014.4532 | -55.695 | 10973.7484 | -11029.4434 |
Avg Daily Profit (%) | -1.477 | -0.0013 | -1.4757 | -0.0398 | 0.2307 | 0 |
Buy And Hold Return (%) | 3153.0233 | 3153.0233 | 3153.0233 | 3153.0233 | 3153.0233 | 3153.0233 |
Max Trade Drawdown | -3139366 | -186860 | -3100800 | -18260857 | -2343221 | -16609391 |
Profit Factor | 0.2175 | 0.9946 | 0.1059 | 0.9979 | 3.2874 | 0.4785 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 52 | 24 | 28 | 54 | 26 | 28 |
Losing Trades | 38 | 21 | 17 | 36 | 19 | 17 |
Profitability (%) | 57.7778 | 53.3333 | 62.2222 | 60 | 57.7778 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.1589 | 0.8703 | 0.0643 | 0.6652 | 2.4023 | 0.2905 |
Largest Winning Trade | 88975 | 88975 | 27923 | 4621362 | 4621362 | 2724362 |
Largest Losing Trade | -1989693 | -67322 | -1989693 | -16171921 | -2343221 | -16171921 |
Avg Bars in Trades | 130 | 122 | 137 | 130 | 122 | 137 |
Avg Bars in Winners | 76 | 77 | 74 | 107 | 125 | 90 |
Avg Bars in Losers | 203 | 173 | 241 | 163 | 118 | 214 |
Bars Traded | 11704 | 5510 | 6194 | 11704 | 5510 | 6194 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579529 | -580279 | -579127 | -579241 | 467100 | -579127 |
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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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