Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2538161.7558 | 92806.6437 | -2630968.3994 | -5159431.5136 | 152292057.2445 | -157451488.7581 |
Total P&L (%) | -2538.1618 | 92.8066 | -2630.9684 | -5159.4315 | 152292.0572 | -157451.4888 |
Avg Daily Profit (%) | -1.2421 | 0.0454 | -1.2875 | 0 | 0.3593 | 0 |
Buy And Hold Return (%) | 4600.2688 | 4600.2688 | 4600.2688 | 4600.2688 | 4600.2688 | 4600.2688 |
Max Trade Drawdown | -2646710 | -134534 | -2706101 | -424994486 | -159235441 | -265759044 |
Profit Factor | 0.2306 | 1.2757 | 0.1118 | 0.99 | 1.7695 | 0.5012 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 45 | 23 | 22 | 43 | 21 | 22 |
Losing Trades | 38 | 18 | 20 | 40 | 20 | 20 |
Profitability (%) | 54.2169 | 56.0976 | 52.381 | 51.8072 | 51.2195 | 52.381 |
Ratio Avg Win / Avg Loss | 0.1947 | 0.9984 | 0.1017 | 0.9209 | 1.6852 | 0.4557 |
Largest Winning Trade | 53482 | 53482 | 50578 | 215514848 | 215514848 | 34869928 |
Largest Losing Trade | -1589507 | -85301 | -1589507 | -163966788 | -60964697 | -163966788 |
Avg Bars in Trades | 45 | 46 | 43 | 45 | 46 | 43 |
Avg Bars in Winners | 21 | 19 | 22 | 52 | 62 | 42 |
Avg Bars in Losers | 73 | 81 | 66 | 37 | 30 | 44 |
Bars Traded | 3748 | 1922 | 1826 | 3748 | 1922 | 1826 |
Profit Streak | 326.1068 | 397.1068 | 326.1068 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580542 | -297971 | -579838 | -581821 | 466143 | -580426 |
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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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