Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2926148.2381 | 51679.2311 | -2977827.4693 | -435582.0444 | 111354829.7491 | -111790411.7935 |
Total P&L (%) | -2926.1482 | 51.6792 | -2977.8275 | -435.582 | 111354.8297 | -111790.4118 |
Avg Daily Profit (%) | -1.4325 | 0.0253 | -1.4578 | 0 | 0.3441 | 0 |
Buy And Hold Return (%) | 3766.2244 | 3766.2244 | 3766.2244 | 3766.2244 | 3766.2244 | 3766.2244 |
Max Trade Drawdown | -3054737 | -161042 | -3048482 | -181637087 | -41835432 | -176489280 |
Profit Factor | 0.2222 | 1.1328 | 0.1172 | 0.9982 | 2.9612 | 0.4083 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 69 | 32 | 37 | 43 | 21 | 22 |
Losing Trades | 26 | 15 | 11 | 52 | 26 | 26 |
Profitability (%) | 72.6316 | 68.0851 | 77.0833 | 45.2632 | 44.6809 | 45.8333 |
Ratio Avg Win / Avg Loss | 0.0837 | 0.531 | 0.0348 | 1.2072 | 3.6662 | 0.4825 |
Largest Winning Trade | 58666 | 58666 | 33548 | 113439460 | 113439460 | 54747128 |
Largest Losing Trade | -1796363 | -74260 | -1796363 | -95457283 | -20058432 | -95457283 |
Avg Bars in Trades | 124 | 139 | 110 | 124 | 139 | 110 |
Avg Bars in Winners | 53 | 55 | 51 | 105 | 123 | 88 |
Avg Bars in Losers | 312 | 317 | 307 | 140 | 151 | 129 |
Bars Traded | 11837 | 6538 | 5299 | 11837 | 6538 | 5299 |
Profit Streak | 0 | 400.0777 | 0 | 308.0777 | 0 | 310.0777 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577313 | -397166 | -577178 | -580112 | 465725 | -581722 |
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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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