Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1670614.0406 | 146932.1105 | -1817546.1511 | -420078.0006 | 31180940.5309 | -31601018.5314 |
Total P&L (%) | -1670.614 | 146.9321 | -1817.5462 | -420.078 | 31180.9405 | -31601.0185 |
Avg Daily Profit (%) | -0.8175 | 0.0719 | -0.8894 | 0 | 0.2816 | 0 |
Buy And Hold Return (%) | 6072.9921 | 6072.9921 | 6072.9921 | 6072.9921 | 6072.9921 | 6072.9921 |
Max Trade Drawdown | -1671615 | -88624 | -1824680 | -67426520 | -19164665 | -49033433 |
Profit Factor | 0.2695 | 1.6229 | 0.1139 | 0.9946 | 2.2485 | 0.4066 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 70 | 34 | 36 | 38 | 20 | 18 |
Losing Trades | 29 | 15 | 14 | 61 | 29 | 32 |
Profitability (%) | 70.7071 | 69.3878 | 72 | 38.3838 | 40.8163 | 36 |
Ratio Avg Win / Avg Loss | 0.1117 | 0.716 | 0.0443 | 1.5966 | 3.2604 | 0.7228 |
Largest Winning Trade | 53673 | 53673 | 33890 | 42556563 | 42556563 | 6498753 |
Largest Losing Trade | -1154051 | -88624 | -1154051 | -39614948 | -10846045 | -39614948 |
Avg Bars in Trades | 35 | 42 | 29 | 35 | 42 | 29 |
Avg Bars in Winners | 10 | 14 | 7 | 62 | 79 | 43 |
Avg Bars in Losers | 96 | 106 | 87 | 19 | 17 | 21 |
Bars Traded | 3558 | 2082 | 1476 | 3558 | 2082 | 1476 |
Profit Streak | 0 | 0 | 0 | 479.9405 | 484.4405 | 479.9405 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577552 | -259810 | -757703 | -581293 | 319687 | -765415 |
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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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