Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3553663.8957 | -87178.2207 | -3466485.6751 | 36547.9495 | 13349656.2365 | -13313108.287 |
Total P&L (%) | -3553.6639 | -87.1782 | -3466.4857 | 36.548 | 13349.6562 | -13313.1083 |
Avg Daily Profit (%) | -1.7392 | -0.0427 | -1.6965 | 0.0152 | 0.2402 | 0 |
Buy And Hold Return (%) | 4263.0692 | 4263.0692 | 4263.0692 | 4263.0692 | 4263.0692 | 4263.0692 |
Max Trade Drawdown | -3588672 | -179265 | -3526044 | -37655979 | -17797603 | -30082432 |
Profit Factor | 0.1586 | 0.8057 | 0.0817 | 1.0006 | 1.6102 | 0.6899 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 38 | 17 | 21 | 44 | 25 | 19 |
Losing Trades | 45 | 24 | 21 | 39 | 16 | 23 |
Profitability (%) | 45.7831 | 41.4634 | 50 | 53.012 | 60.9756 | 45.2381 |
Ratio Avg Win / Avg Loss | 0.1878 | 1.1375 | 0.0817 | 0.8869 | 1.0305 | 0.8351 |
Largest Winning Trade | 103500 | 103500 | 48330 | 8972480 | 8972480 | 7152334 |
Largest Losing Trade | -1919333 | -65011 | -1919333 | -21675659 | -7959386 | -21675659 |
Avg Bars in Trades | 70 | 52 | 87 | 70 | 52 | 87 |
Avg Bars in Winners | 40 | 41 | 39 | 78 | 46 | 120 |
Avg Bars in Losers | 95 | 60 | 135 | 60 | 61 | 59 |
Bars Traded | 5813 | 2143 | 3670 | 5813 | 2143 | 3670 |
Profit Streak | 293.1158 | 0 | 295.7825 | 293.1158 | 0 | 295.7825 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -583107 | -582395 | -580146 | -560128 | 316155 | -581998 |
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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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