Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3280043.4944 | -41047.025 | -3238996.4694 | -98636.3706 | 36719513.9163 | -36818150.2869 |
Total P&L (%) | -3280.0435 | -41.047 | -3238.9965 | -98.6364 | 36719.5139 | -36818.1503 |
Avg Daily Profit (%) | -1.6058 | -0.0201 | -1.5857 | -0.21 | 0.2897 | 0 |
Buy And Hold Return (%) | 3227.3073 | 3227.3073 | 3227.3073 | 3227.3073 | 3227.3073 | 3227.3073 |
Max Trade Drawdown | -3419675 | -137514 | -3339718 | -57709051 | -7387595 | -59914959 |
Profit Factor | 0.184 | 0.8906 | 0.1113 | 0.999 | 2.4561 | 0.474 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 60 | 27 | 33 | 48 | 24 | 24 |
Losing Trades | 32 | 19 | 13 | 44 | 22 | 22 |
Profitability (%) | 65.2174 | 58.6957 | 71.7391 | 52.1739 | 52.1739 | 52.1739 |
Ratio Avg Win / Avg Loss | 0.0981 | 0.6267 | 0.0438 | 0.9157 | 2.2514 | 0.4345 |
Largest Winning Trade | 37060 | 37060 | 35487 | 42798299 | 42798299 | 19916809 |
Largest Losing Trade | -1963790 | -79986 | -1963790 | -35513129 | -7387595 | -35513129 |
Avg Bars in Trades | 129 | 87 | 171 | 129 | 87 | 171 |
Avg Bars in Winners | 67 | 39 | 91 | 121 | 94 | 149 |
Avg Bars in Losers | 244 | 155 | 374 | 137 | 80 | 195 |
Bars Traded | 11910 | 4032 | 7878 | 11910 | 4032 | 7878 |
Profit Streak | 0 | 420.1569 | 0 | 0 | 420.1569 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578282 | -578614 | -577886 | -580250 | 532885 | -580422 |
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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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