Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2656989.8918 | -50506.0647 | -2606483.8271 | -95599.7931 | 9602949.8427 | -9698549.6358 |
Total P&L (%) | -2656.9899 | -50.5061 | -2606.4838 | -95.5998 | 9602.9498 | -9698.5496 |
Avg Daily Profit (%) | -1.3003 | -0.0247 | -1.2756 | -0.1527 | 0.2242 | 0 |
Buy And Hold Return (%) | 3345.3202 | 3345.3202 | 3345.3202 | 3345.3202 | 3345.3202 | 3345.3202 |
Max Trade Drawdown | -2671354 | -170766 | -2643041 | -16553587 | -2398859 | -18294700 |
Profit Factor | 0.1949 | 0.8804 | 0.0943 | 0.9961 | 2.7831 | 0.4894 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 49 | 23 | 26 | 41 | 21 | 20 |
Losing Trades | 34 | 18 | 16 | 42 | 20 | 22 |
Profitability (%) | 59.0361 | 56.0976 | 61.9048 | 49.3976 | 51.2195 | 47.619 |
Ratio Avg Win / Avg Loss | 0.1352 | 0.689 | 0.058 | 1.0204 | 2.6505 | 0.5383 |
Largest Winning Trade | 52132 | 52132 | 25820 | 8006580 | 8006580 | 6860998 |
Largest Losing Trade | -1546735 | -72811 | -1546735 | -14159577 | -1546333 | -14159577 |
Avg Bars in Trades | 71 | 77 | 65 | 71 | 77 | 65 |
Avg Bars in Winners | 29 | 27 | 30 | 59 | 67 | 50 |
Avg Bars in Losers | 131 | 140 | 122 | 82 | 87 | 78 |
Bars Traded | 5921 | 3168 | 2753 | 5921 | 3168 | 2753 |
Profit Streak | 0 | 339.1359 | 0 | 0 | 339.1359 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580606 | -579364 | -579191 | -580623 | 399964 | -581660 |
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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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