Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3066098.8312 | -38497.3695 | -3027601.4617 | -100167.2937 | 25726787.4388 | -25826954.7326 |
Total P&L (%) | -3066.0988 | -38.4974 | -3027.6015 | -100.1673 | 25726.7874 | -25826.9547 |
Avg Daily Profit (%) | -1.5004 | -0.0188 | -1.4816 | 0 | 0.2722 | 0 |
Buy And Hold Return (%) | 3232.0629 | 3232.0629 | 3232.0629 | 3232.0629 | 3232.0629 | 3232.0629 |
Max Trade Drawdown | -3134389 | -192867 | -3094974 | -34765806 | -2413574 | -35167839 |
Profit Factor | 0.1973 | 0.9122 | 0.1046 | 0.9975 | 6.7323 | 0.2853 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 66 | 32 | 34 | 52 | 26 | 26 |
Losing Trades | 29 | 15 | 14 | 43 | 21 | 22 |
Profitability (%) | 69.4737 | 68.0851 | 70.8333 | 54.7368 | 55.3191 | 54.1667 |
Ratio Avg Win / Avg Loss | 0.0867 | 0.4276 | 0.0431 | 0.8249 | 5.4376 | 0.2414 |
Largest Winning Trade | 50642 | 50642 | 24923 | 15214556 | 15214556 | 5729065 |
Largest Losing Trade | -1660546 | -79164 | -1660546 | -32352232 | -2413574 | -32352232 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 15 | 14 | 17 | 37 | 42 | 33 |
Avg Bars in Losers | 99 | 110 | 88 | 45 | 47 | 44 |
Bars Traded | 3945 | 2106 | 1840 | 3945 | 2106 | 1840 |
Profit Streak | 0 | 407.6459 | 0 | 314.6459 | 0 | 316.6459 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577722 | -576993 | -577988 | -579323 | 646323 | -579561 |
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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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