Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2172879.7305 | 72352.9781 | -2245232.7086 | 71400906.2507 | 31910006.5841 | 39490899.6666 |
Total P&L (%) | -2172.8797 | 72.353 | -2245.2327 | 71400.9063 | 31910.0066 | 39490.8997 |
Avg Daily Profit (%) | -1.1552 | 0.0385 | -1.1936 | 0.35 | 0.3072 | 0.3185 |
Buy And Hold Return (%) | 515.6561 | 515.6561 | 515.6561 | 515.6561 | 515.6561 | 515.6561 |
Max Trade Drawdown | -2459253 | -37931 | -2429566 | -92701659 | -21075585 | -74718277 |
Profit Factor | 0.2529 | 1.4495 | 0.1828 | 1.2429 | 1.3874 | 1.1866 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 53.4653 | 49.0196 | 58 | 53.4653 | 49.0196 | 58 |
Ratio Avg Win / Avg Loss | 0.2201 | 1.5075 | 0.1324 | 1.0818 | 1.4429 | 0.8593 |
Largest Winning Trade | 45052 | 31685 | 45052 | 29384266 | 17112771 | 29384266 |
Largest Losing Trade | -1420661 | -19047 | -1420661 | -57954539 | -9378167 | -57954539 |
Avg Bars in Trades | 35 | 9 | 62 | 35 | 9 | 62 |
Avg Bars in Winners | 27 | 12 | 39 | 33 | 11 | 52 |
Avg Bars in Losers | 45 | 7 | 92 | 38 | 8 | 75 |
Bars Traded | 3591 | 489 | 3102 | 3591 | 489 | 3102 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580059 | -485347 | -759796 | 351826 | -170587 | -186850 |
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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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