Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1964748.8863 | 29994.1838 | -1994743.0701 | -91002.2614 | 28777083.4103 | -28868085.6717 |
Total P&L (%) | -1964.7489 | 29.9942 | -1994.7431 | -91.0023 | 28777.0834 | -28868.0857 |
Avg Daily Profit (%) | -0.9619 | 0.0147 | -0.9765 | -0.1178 | 0.2777 | 0 |
Buy And Hold Return (%) | 3185.1104 | 3185.1104 | 3185.1104 | 3185.1104 | 3185.1104 | 3185.1104 |
Max Trade Drawdown | -2124039 | -90580 | -2118026 | -102171981 | -30417436 | -109046674 |
Profit Factor | 0.2648 | 1.113 | 0.1713 | 0.9996 | 1.4186 | 0.7894 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 59 | 26 | 33 | 39 | 21 | 18 |
Losing Trades | 32 | 19 | 13 | 52 | 24 | 28 |
Profitability (%) | 64.8352 | 57.7778 | 71.7391 | 42.8571 | 46.6667 | 39.1304 |
Ratio Avg Win / Avg Loss | 0.1436 | 0.8134 | 0.0675 | 1.3327 | 1.6213 | 1.2279 |
Largest Winning Trade | 41256 | 41256 | 34736 | 58375452 | 58375452 | 42046789 |
Largest Losing Trade | -934645 | -69757 | -934645 | -50917646 | -16640747 | -50917646 |
Avg Bars in Trades | 130 | 107 | 153 | 130 | 107 | 153 |
Avg Bars in Winners | 56 | 43 | 66 | 148 | 134 | 164 |
Avg Bars in Losers | 267 | 194 | 373 | 117 | 83 | 146 |
Bars Traded | 11883 | 4822 | 7061 | 11883 | 4822 | 7061 |
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 | -578334 | -435813 | -577886 | -581646 | 338103 | -583264 |
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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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