Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2602589.7982 | 48355.2974 | -2650945.0956 | -8107786.5358 | 17906777.0588 | -26014563.5945 |
Total P&L (%) | -2602.5898 | 48.3553 | -2650.9451 | -8107.7865 | 17906.7771 | -26014.5636 |
Avg Daily Profit (%) | -1.1488 | 0.0213 | -1.1701 | 0 | 0.2295 | 0 |
Buy And Hold Return (%) | 9366.3002 | 9366.3002 | 9366.3002 | 9366.3002 | 9366.3002 | 9366.3002 |
Max Trade Drawdown | -2621800 | -24928 | -2665069 | -65775965 | -3850248 | -64934629 |
Profit Factor | 0.1375 | 1.5483 | 0.095 | 0.9135 | 2.5304 | 0.6827 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 45 | 26 | 19 | 46 | 27 | 19 |
Losing Trades | 42 | 18 | 24 | 41 | 17 | 24 |
Profitability (%) | 51.7241 | 59.0909 | 44.186 | 52.8736 | 61.3636 | 44.186 |
Ratio Avg Win / Avg Loss | 0.1283 | 1.0719 | 0.12 | 0.8142 | 1.5932 | 0.8623 |
Largest Winning Trade | 54731 | 28398 | 54731 | 10097034 | 4424153 | 10097034 |
Largest Losing Trade | -1652340 | -16957 | -1652340 | -34004601 | -2599353 | -34004601 |
Avg Bars in Trades | 126 | 11 | 245 | 126 | 11 | 245 |
Avg Bars in Winners | 161 | 8 | 371 | 160 | 8 | 375 |
Avg Bars in Losers | 89 | 15 | 145 | 89 | 14 | 142 |
Bars Traded | 11029 | 484 | 10545 | 11029 | 484 | 10545 |
Profit Streak | 0 | 0 | 283.559 | 238.8923 | 326.059 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580322 | -327009 | -582399 | -579582 | 316483 | -582988 |
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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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