Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2404518.9621 | 212806.2642 | -2617325.2264 | 3638048.5907 | 1221461715.0358 | -1217823666.4451 |
Total P&L (%) | -2404.519 | 212.8063 | -2617.3252 | 3638.0486 | 1221461.715 | -1217823.6664 |
Avg Daily Profit (%) | -1.1767 | 0.1041 | -1.2808 | 0.1774 | 0.4616 | 0 |
Buy And Hold Return (%) | 2502.9029 | 2502.9029 | 2502.9029 | 2502.9029 | 2502.9029 | 2502.9029 |
Max Trade Drawdown | -2692221 | -85009 | -2799639 | -3018407321 | -812393032 | -3162682795 |
Profit Factor | 0.3194 | 1.6783 | 0.187 | 1.0007 | 1.8052 | 0.6825 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 66 | 32 | 34 | 54 | 26 | 28 |
Losing Trades | 28 | 15 | 13 | 40 | 21 | 19 |
Profitability (%) | 70.2128 | 68.0851 | 72.3404 | 57.4468 | 55.3191 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.1355 | 0.7867 | 0.0715 | 0.7412 | 1.4581 | 0.4631 |
Largest Winning Trade | 50642 | 50642 | 42086 | 1782848180 | 1782848180 | 1653383956 |
Largest Losing Trade | -1478896 | -60497 | -1478896 | -682736103 | -417661848 | -682736103 |
Avg Bars in Trades | 42 | 36 | 48 | 42 | 36 | 48 |
Avg Bars in Winners | 23 | 20 | 26 | 36 | 32 | 39 |
Avg Bars in Losers | 86 | 70 | 105 | 51 | 41 | 62 |
Bars Traded | 4008 | 1720 | 2288 | 4008 | 1720 | 2288 |
Profit Streak | 0 | 436.9795 | 0 | 0 | 436.9795 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577629 | -215567 | -577800 | -237064 | 529049 | -579455 |
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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) |
---|