Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2853137.1153 | -47464.3102 | -2805672.8052 | 54805.056 | 45939486.893 | -45884681.837 |
Total P&L (%) | -2853.1371 | -47.4643 | -2805.6728 | 54.8051 | 45939.4869 | -45884.6818 |
Avg Daily Profit (%) | -1.3963 | -0.0232 | -1.3731 | 0.0214 | 0.3006 | 0 |
Buy And Hold Return (%) | 3022.3214 | 3022.3214 | 3022.3214 | 3022.3214 | 3022.3214 | 3022.3214 |
Max Trade Drawdown | -2952388 | -172114 | -2865551 | -67149617 | -7740839 | -70942530 |
Profit Factor | 0.1734 | 0.8643 | 0.0956 | 1.0006 | 4.6087 | 0.3821 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 49 | 24 | 25 | 45 | 24 | 21 |
Losing Trades | 26 | 13 | 13 | 30 | 13 | 17 |
Profitability (%) | 65.3333 | 64.8649 | 65.7895 | 60 | 64.8649 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.092 | 0.4681 | 0.0497 | 0.6671 | 2.4964 | 0.3093 |
Largest Winning Trade | 39641 | 39641 | 24127 | 35277529 | 35277529 | 18739755 |
Largest Losing Trade | -1565014 | -74713 | -1565014 | -57482932 | -5166827 | -57482932 |
Avg Bars in Trades | 75 | 78 | 71 | 75 | 78 | 71 |
Avg Bars in Winners | 34 | 39 | 29 | 55 | 63 | 46 |
Avg Bars in Losers | 151 | 151 | 152 | 104 | 106 | 103 |
Bars Traded | 5635 | 2911 | 2724 | 5635 | 2911 | 2724 |
Profit Streak | 0 | 386.7808 | 0 | 0 | 386.7808 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639790 | -577504 | -578718 | -611269 | 708426 | -580082 |
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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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