Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8580706.8184 | 231611.3316 | -8812318.15 | 29361326.4714 | -41341242.2751 | 70702568.7465 |
Total P&L (%) | -8580.7068 | 231.6113 | -8812.3182 | 29361.3265 | -41341.2423 | 70702.5687 |
Avg Daily Profit (%) | -3.7756 | 0.1019 | -3.8775 | 0.2505 | 0 | 0.2892 |
Buy And Hold Return (%) | 8739.8626 | 8739.8626 | 8739.8626 | 8739.8626 | 8739.8626 | 8739.8626 |
Max Trade Drawdown | -8890300 | -35744 | -8929371 | -156802373 | -81705815 | -123342114 |
Profit Factor | 0.0866 | 2.2097 | 0.0424 | 1.0843 | 0.7124 | 1.3457 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 52 | 27 | 25 | 46 | 23 | 23 |
Losing Trades | 40 | 19 | 21 | 46 | 23 | 23 |
Profitability (%) | 56.5217 | 58.6957 | 54.3478 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.0666 | 1.555 | 0.0356 | 1.0843 | 0.7124 | 1.3457 |
Largest Winning Trade | 95029 | 95029 | 43332 | 95930187 | 27055801 | 95930187 |
Largest Losing Trade | -8824861 | -33485 | -8824861 | -49287698 | -26341108 | -49287698 |
Avg Bars in Trades | 69 | 58 | 79 | 69 | 58 | 79 |
Avg Bars in Winners | 54 | 51 | 58 | 67 | 61 | 73 |
Avg Bars in Losers | 88 | 69 | 104 | 70 | 55 | 86 |
Bars Traded | 6363 | 2699 | 3664 | 6363 | 2699 | 3664 |
Profit Streak | 46.6714 | 99.338 | 0 | 46.6714 | 99.338 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579128 | -216735 | -580140 | -121300 | -580144 | 332524 |
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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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