Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3852128.7494 | -91683.2405 | -3760445.5089 | -65868.0738 | 132127664.4524 | -132193532.5262 |
Total P&L (%) | -3852.1287 | -91.6832 | -3760.4455 | -65.8681 | 132127.6645 | -132193.5325 |
Avg Daily Profit (%) | -1.8851 | -0.0449 | -1.8402 | -0.0526 | 0.3523 | 0 |
Buy And Hold Return (%) | 5300.7722 | 5300.7722 | 5300.7722 | 5300.7722 | 5300.7722 | 5300.7722 |
Max Trade Drawdown | -3875543 | -186474 | -3775332 | -193487711 | -21425548 | -204356148 |
Profit Factor | 0.1234 | 0.7381 | 0.0702 | 0.9997 | 4.4786 | 0.3681 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 65 | 31 | 34 | 39 | 24 | 15 |
Losing Trades | 25 | 14 | 11 | 51 | 21 | 30 |
Profitability (%) | 72.2222 | 68.8889 | 75.5556 | 43.3333 | 53.3333 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.0475 | 0.3333 | 0.0227 | 1.3073 | 3.9188 | 0.7363 |
Largest Winning Trade | 44999 | 44999 | 37443 | 74154579 | 74154579 | 50230922 |
Largest Losing Trade | -1913633 | -66288 | -1913633 | -155034943 | -20761896 | -155034943 |
Avg Bars in Trades | 39 | 33 | 44 | 39 | 33 | 44 |
Avg Bars in Winners | 10 | 15 | 6 | 49 | 39 | 65 |
Avg Bars in Losers | 112 | 72 | 162 | 31 | 25 | 34 |
Bars Traded | 3518 | 1498 | 2019 | 3518 | 1498 | 2019 |
Profit Streak | 0 | 416.0111 | 0 | 0 | 416.0111 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577379 | -576905 | -577399 | -581463 | 669904 | -587193 |
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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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