Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2155086.6649 | 164144.2875 | -2319230.9525 | -14863652.1302 | 28997681.0853 | -43861333.2156 |
Total P&L (%) | -2155.0867 | 164.1443 | -2319.231 | -14863.6521 | 28997.6811 | -43861.3332 |
Avg Daily Profit (%) | -0.9483 | 0.0722 | -1.0205 | 0 | 0.2499 | 0 |
Buy And Hold Return (%) | 9091.4616 | 9091.4616 | 9091.4616 | 9091.4616 | 9091.4616 | 9091.4616 |
Max Trade Drawdown | -2300324 | -67326 | -2365843 | -95552834 | -19072043 | -97983409 |
Profit Factor | 0.2311 | 1.903 | 0.1151 | 0.9024 | 1.8373 | 0.6271 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 65 | 33 | 32 | 62 | 30 | 32 |
Losing Trades | 25 | 12 | 13 | 28 | 15 | 13 |
Profitability (%) | 72.2222 | 73.3333 | 71.1111 | 68.8889 | 66.6667 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.0889 | 0.692 | 0.0468 | 0.4075 | 0.9187 | 0.2548 |
Largest Winning Trade | 46690 | 46690 | 29233 | 12506343 | 10141566 | 12506343 |
Largest Losing Trade | -1823287 | -55707 | -1823287 | -67703926 | -9856580 | -67703926 |
Avg Bars in Trades | 71 | 74 | 69 | 71 | 74 | 69 |
Avg Bars in Winners | 44 | 51 | 36 | 50 | 60 | 41 |
Avg Bars in Losers | 143 | 137 | 149 | 118 | 102 | 137 |
Bars Traded | 6473 | 3348 | 3125 | 6473 | 3348 | 3125 |
Profit Streak | 101.6907 | 146.3573 | 101.6907 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576023 | -257395 | -577414 | -577811 | 304449 | -577975 |
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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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