Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3014626.6518 | -17058.4302 | -2997568.2217 | 51683.8801 | 159684719.3399 | -159633035.4597 |
Total P&L (%) | -3014.6267 | -17.0584 | -2997.5682 | 51.6839 | 159684.7193 | -159633.0355 |
Avg Daily Profit (%) | -1.4752 | -0.0083 | -1.4669 | 0.0204 | 0.3616 | 0 |
Buy And Hold Return (%) | 5792.1651 | 5792.1651 | 5792.1651 | 5792.1651 | 5792.1651 | 5792.1651 |
Max Trade Drawdown | -3120900 | -166880 | -3065038 | -237055790 | -45036703 | -196031068 |
Profit Factor | 0.1737 | 0.954 | 0.0854 | 1.0002 | 3.5564 | 0.2415 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 57 | 28 | 29 | 45 | 25 | 20 |
Losing Trades | 18 | 9 | 9 | 30 | 12 | 18 |
Profitability (%) | 76 | 75.6757 | 76.3158 | 60 | 67.5676 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.0548 | 0.3066 | 0.0265 | 0.6668 | 1.7071 | 0.2173 |
Largest Winning Trade | 45810 | 45810 | 27678 | 120067134 | 120067134 | 14057108 |
Largest Losing Trade | -1455581 | -82499 | -1455581 | -157679990 | -24632044 | -157679990 |
Avg Bars in Trades | 49 | 43 | 55 | 49 | 43 | 55 |
Avg Bars in Winners | 13 | 12 | 14 | 51 | 44 | 59 |
Avg Bars in Losers | 164 | 142 | 187 | 47 | 42 | 51 |
Bars Traded | 3744 | 1626 | 2119 | 3744 | 1626 | 2119 |
Profit Streak | 0 | 413.3014 | 0 | 0 | 413.3014 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638407 | -576085 | -577353 | -613086 | 712670 | -580423 |
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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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