Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2474384.2162 | 41536.9878 | -2515921.204 | -971870.3659 | 127013382.2135 | -127985252.5794 |
Total P&L (%) | -2474.3842 | 41.537 | -2515.9212 | -971.8704 | 127013.3822 | -127985.2526 |
Avg Daily Profit (%) | -1.211 | 0.0203 | -1.2313 | 0 | 0.3504 | 0 |
Buy And Hold Return (%) | 3180.4878 | 3180.4878 | 3180.4878 | 3180.4878 | 3180.4878 | 3180.4878 |
Max Trade Drawdown | -2631893 | -77708 | -2645502 | -377058030 | -84522182 | -352326794 |
Profit Factor | 0.2314 | 1.1481 | 0.1439 | 0.9985 | 1.5589 | 0.6926 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 55 | 20 | 35 | 43 | 23 | 20 |
Losing Trades | 38 | 26 | 12 | 50 | 23 | 27 |
Profitability (%) | 59.1398 | 43.4783 | 74.4681 | 46.2366 | 50 | 42.5532 |
Ratio Avg Win / Avg Loss | 0.1599 | 1.4926 | 0.0494 | 1.161 | 1.5589 | 0.935 |
Largest Winning Trade | 46123 | 46123 | 29096 | 272718066 | 272718066 | 102742714 |
Largest Losing Trade | -1596147 | -77708 | -1596147 | -142425836 | -39454928 | -142425836 |
Avg Bars in Trades | 64 | 41 | 86 | 64 | 41 | 86 |
Avg Bars in Winners | 35 | 23 | 41 | 79 | 55 | 106 |
Avg Bars in Losers | 106 | 55 | 217 | 51 | 27 | 71 |
Bars Traded | 5990 | 1912 | 4078 | 5990 | 1912 | 4078 |
Profit Streak | 269.137 | 0 | 277.4703 | 0 | 438.8037 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578756 | -391525 | -576936 | -580326 | 472883 | -583592 |
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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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