Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3021147.9986 | -17665.4875 | -3003482.5111 | -98138.9691 | 33526343.9366 | -33624482.9056 |
Total P&L (%) | -3021.148 | -17.6655 | -3003.4825 | -98.139 | 33526.3439 | -33624.4829 |
Avg Daily Profit (%) | -1.4786 | -0.0086 | -1.47 | -0.1948 | 0.2851 | 0 |
Buy And Hold Return (%) | 3189.746 | 3189.746 | 3189.746 | 3189.746 | 3189.746 | 3189.746 |
Max Trade Drawdown | -3165749 | -163068 | -3130846 | -52055522 | -8617430 | -52680612 |
Profit Factor | 0.2106 | 0.9565 | 0.1222 | 0.9988 | 2.597 | 0.4509 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 57 | 28 | 29 | 53 | 26 | 27 |
Losing Trades | 36 | 18 | 18 | 40 | 20 | 20 |
Profitability (%) | 61.2903 | 60.8696 | 61.7021 | 56.9892 | 56.5217 | 57.4468 |
Ratio Avg Win / Avg Loss | 0.133 | 0.6149 | 0.0758 | 0.7538 | 1.9977 | 0.334 |
Largest Winning Trade | 71371 | 35744 | 71371 | 31430432 | 31430432 | 15090887 |
Largest Losing Trade | -1739971 | -77113 | -1739971 | -37928615 | -7384137 | -37928615 |
Avg Bars in Trades | 85 | 67 | 103 | 85 | 67 | 103 |
Avg Bars in Winners | 49 | 41 | 58 | 87 | 67 | 107 |
Avg Bars in Losers | 141 | 107 | 176 | 82 | 66 | 98 |
Bars Traded | 7957 | 3090 | 4868 | 7957 | 3090 | 4868 |
Profit Streak | 0 | 415.3457 | 0 | 407.0957 | 0 | 414.8457 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579066 | -578710 | -579179 | -579038 | 526925 | -579146 |
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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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