Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3880816.4242 | -177768.6183 | -3703047.8059 | -108145.1906 | 29593674.2643 | -29701819.455 |
Total P&L (%) | -3880.8164 | -177.7686 | -3703.0478 | -108.1452 | 29593.6743 | -29701.8195 |
Avg Daily Profit (%) | -1.8991 | -0.087 | -1.8121 | 0 | 0.279 | 0 |
Buy And Hold Return (%) | 3340.2361 | 3340.2361 | 3340.2361 | 3340.2361 | 3340.2361 | 3340.2361 |
Max Trade Drawdown | -3904845 | -216283 | -3736172 | -51850560 | -8664127 | -52193763 |
Profit Factor | 0.1059 | 0.5569 | 0.06 | 0.9985 | 2.6889 | 0.4417 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 53 | 24 | 29 | 35 | 15 | 20 |
Losing Trades | 29 | 17 | 12 | 47 | 26 | 21 |
Profitability (%) | 64.6341 | 58.5366 | 70.7317 | 42.6829 | 36.5854 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.0579 | 0.3945 | 0.0248 | 1.3408 | 4.6608 | 0.4637 |
Largest Winning Trade | 23496 | 22518 | 23496 | 38684576 | 38684576 | 15197538 |
Largest Losing Trade | -1854779 | -85419 | -1854779 | -40168318 | -7018715 | -40168318 |
Avg Bars in Trades | 48 | 52 | 44 | 48 | 52 | 44 |
Avg Bars in Winners | 15 | 17 | 14 | 61 | 79 | 48 |
Avg Bars in Losers | 107 | 101 | 116 | 38 | 36 | 40 |
Bars Traded | 3966 | 2141 | 1825 | 3966 | 2141 | 1825 |
Profit Streak | 0 | 392.4659 | 0 | 316.9659 | 0 | 396.4659 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587380 | -578672 | -578054 | -590146 | 311820 | -579876 |
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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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