Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3246873.7744 | -160932.4227 | -3085941.3517 | -325585.3601 | 59383348.2731 | -59708933.6332 |
Total P&L (%) | -3246.8738 | -160.9324 | -3085.9414 | -325.5854 | 59383.3483 | -59708.9336 |
Avg Daily Profit (%) | -1.5895 | -0.0788 | -1.5107 | 0 | 0.3132 | 0 |
Buy And Hold Return (%) | 3136.4646 | 3136.4646 | 3136.4646 | 3136.4646 | 3136.4646 | 3136.4646 |
Max Trade Drawdown | -3261048 | -169240 | -3127277 | -93654249 | -25783304 | -81190927 |
Profit Factor | 0.1337 | 0.5973 | 0.0784 | 0.9973 | 2.7634 | 0.3274 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 43 | 19 | 24 | 49 | 26 | 23 |
Losing Trades | 44 | 24 | 20 | 38 | 17 | 21 |
Profitability (%) | 49.4253 | 44.186 | 54.5455 | 56.3218 | 60.4651 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.1368 | 0.7544 | 0.0654 | 0.7734 | 1.8068 | 0.299 |
Largest Winning Trade | 30106 | 24030 | 30106 | 41232657 | 41232657 | 6577482 |
Largest Losing Trade | -1605815 | -71536 | -1605815 | -53558873 | -12902516 | -53558873 |
Avg Bars in Trades | 136 | 144 | 128 | 136 | 144 | 128 |
Avg Bars in Winners | 66 | 78 | 57 | 135 | 138 | 131 |
Avg Bars in Losers | 204 | 196 | 213 | 137 | 153 | 125 |
Bars Traded | 11862 | 6217 | 5644 | 11862 | 6217 | 5644 |
Profit Streak | 0 | 0 | 0 | 323.4551 | 323.4551 | 328.9551 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580769 | -582988 | -580130 | -578380 | 585854 | -579458 |
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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) |
---|