Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3892059.5815 | -183155.0501 | -3708904.5314 | -105978.0933 | 150938137.2455 | -151044115.3388 |
Total P&L (%) | -3892.0596 | -183.1551 | -3708.9045 | -105.9781 | 150938.1372 | -151044.1153 |
Avg Daily Profit (%) | -1.9046 | -0.0896 | -1.815 | 0 | 0.3589 | 0 |
Buy And Hold Return (%) | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 |
Max Trade Drawdown | -3956355 | -200899 | -3793502 | -183212745 | -11463785 | -208353401 |
Profit Factor | 0.0983 | 0.429 | 0.0718 | 0.9996 | 9.5495 | 0.3139 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 13 | 17 | 34 | 17 | 17 |
Losing Trades | 32 | 18 | 14 | 28 | 14 | 14 |
Profitability (%) | 48.3871 | 41.9355 | 54.8387 | 54.8387 | 54.8387 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.1049 | 0.594 | 0.0591 | 0.8232 | 7.8643 | 0.2585 |
Largest Winning Trade | 37053 | 30395 | 37053 | 114508265 | 114508265 | 23799270 |
Largest Losing Trade | -1941602 | -78479 | -1941602 | -177389979 | -5822766 | -177389979 |
Avg Bars in Trades | 64 | 49 | 78 | 64 | 49 | 78 |
Avg Bars in Winners | 32 | 17 | 44 | 70 | 60 | 80 |
Avg Bars in Losers | 93 | 72 | 120 | 56 | 36 | 77 |
Bars Traded | 3976 | 1531 | 2446 | 3976 | 1531 | 2446 |
Profit Streak | 0 | 0 | 0 | 473.8088 | 505.3088 | 473.8088 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -739905 | -583954 | -580190 | -737689 | 687430 | -579606 |
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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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