Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2802689.211 | 58264.9932 | -2860954.2042 | -97744.1999 | 17267237.5281 | -17364981.728 |
Total P&L (%) | -2802.6892 | 58.265 | -2860.9542 | -97.7442 | 17267.2375 | -17364.9817 |
Avg Daily Profit (%) | -1.3715 | 0.0285 | -1.4 | -0.1854 | 0.2527 | 0 |
Buy And Hold Return (%) | 3043.3708 | 3043.3708 | 3043.3708 | 3043.3708 | 3043.3708 | 3043.3708 |
Max Trade Drawdown | -2948187 | -200342 | -2913984 | -28316809 | -3645598 | -25067718 |
Profit Factor | 0.2167 | 1.146 | 0.1 | 0.997 | 4.5239 | 0.3826 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 46 | 21 | 25 | 42 | 21 | 21 |
Losing Trades | 23 | 13 | 10 | 27 | 13 | 14 |
Profitability (%) | 66.6667 | 61.7647 | 71.4286 | 60.8696 | 61.7647 | 60 |
Ratio Avg Win / Avg Loss | 0.1083 | 0.7094 | 0.04 | 0.641 | 2.8005 | 0.2551 |
Largest Winning Trade | 100955 | 100955 | 34299 | 9407347 | 9407347 | 4584735 |
Largest Losing Trade | -1806533 | -73603 | -1806533 | -24671210 | -3645598 | -24671210 |
Avg Bars in Trades | 56 | 60 | 51 | 56 | 60 | 51 |
Avg Bars in Winners | 24 | 22 | 25 | 41 | 47 | 34 |
Avg Bars in Losers | 120 | 122 | 117 | 79 | 82 | 77 |
Bars Traded | 3872 | 2069 | 1803 | 3872 | 2069 | 1803 |
Profit Streak | 0 | 400.9045 | 0 | 0 | 400.9045 | 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 | -684617 | -379323 | -578009 | -685368 | 644318 | -579491 |
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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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