Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3429060.5831 | -154161.245 | -3274899.3381 | -99828.4402 | 18471392.3097 | -18571220.7499 |
Total P&L (%) | -3429.0606 | -154.1612 | -3274.8993 | -99.8284 | 18471.3923 | -18571.2208 |
Avg Daily Profit (%) | -1.678 | -0.0754 | -1.6026 | -0.3111 | 0.256 | 0 |
Buy And Hold Return (%) | 3766.2244 | 3766.2244 | 3766.2244 | 3766.2244 | 3766.2244 | 3766.2244 |
Max Trade Drawdown | -3510448 | -224710 | -3354135 | -22529341 | -1551096 | -24089608 |
Profit Factor | 0.1486 | 0.6621 | 0.0831 | 0.9964 | 7.1031 | 0.2498 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 70 | 32 | 38 | 60 | 30 | 30 |
Losing Trades | 29 | 17 | 12 | 39 | 19 | 20 |
Profitability (%) | 70.7071 | 65.3061 | 76 | 60.6061 | 61.2245 | 60 |
Ratio Avg Win / Avg Loss | 0.0616 | 0.3517 | 0.0262 | 0.6477 | 4.4986 | 0.1665 |
Largest Winning Trade | 44999 | 44999 | 17822 | 11640930 | 11640930 | 2965696 |
Largest Losing Trade | -1758444 | -78511 | -1758444 | -20978244 | -1551096 | -20978244 |
Avg Bars in Trades | 39 | 42 | 37 | 39 | 42 | 37 |
Avg Bars in Winners | 15 | 15 | 15 | 28 | 29 | 26 |
Avg Bars in Losers | 99 | 94 | 106 | 57 | 62 | 52 |
Bars Traded | 3947 | 2092 | 1855 | 3947 | 2092 | 1855 |
Profit Streak | 0 | 413.3293 | 0 | 0 | 413.3293 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577552 | -577320 | -757462 | -579139 | 667958 | -759537 |
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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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