Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2524530.9884 | -60774.6476 | -2463756.3408 | -108707.5927 | 11256184.3485 | -11364891.9412 |
Total P&L (%) | -2524.531 | -60.7746 | -2463.7563 | -108.7076 | 11256.1843 | -11364.8919 |
Avg Daily Profit (%) | -1.2355 | -0.0297 | -1.2058 | 0 | 0.2319 | 0 |
Buy And Hold Return (%) | 3982.8955 | 3982.8955 | 3982.8955 | 3982.8955 | 3982.8955 | 3982.8955 |
Max Trade Drawdown | -2544636 | -116516 | -2509355 | -18098985 | -2536821 | -15812766 |
Profit Factor | 0.163 | 0.8206 | 0.0798 | 0.9949 | 4.143 | 0.3575 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 70 | 36 | 34 | 38 | 19 | 19 |
Losing Trades | 23 | 10 | 13 | 55 | 27 | 28 |
Profitability (%) | 75.2688 | 78.2609 | 72.3404 | 40.8602 | 41.3043 | 40.4255 |
Ratio Avg Win / Avg Loss | 0.0536 | 0.228 | 0.0305 | 1.44 | 5.8874 | 0.5268 |
Largest Winning Trade | 25820 | 22246 | 25820 | 12241714 | 12241714 | 2307590 |
Largest Losing Trade | -1390778 | -83242 | -1390778 | -13622567 | -1135092 | -13622567 |
Avg Bars in Trades | 80 | 96 | 64 | 80 | 96 | 64 |
Avg Bars in Winners | 20 | 24 | 15 | 118 | 155 | 82 |
Avg Bars in Losers | 263 | 356 | 191 | 53 | 55 | 52 |
Bars Traded | 7478 | 4459 | 3019 | 7478 | 4459 | 3019 |
Profit Streak | 0 | 407.6678 | 0 | 317.1678 | 0 | 337.9178 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576976 | -575682 | -577800 | -581830 | 320506 | -583454 |
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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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