Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2007905.8856 | 188833.7703 | -2196739.6559 | -7778683.6619 | 28526257.0151 | -36304940.677 |
Total P&L (%) | -2007.9059 | 188.8338 | -2196.7397 | -7778.6837 | 28526.257 | -36304.9407 |
Avg Daily Profit (%) | -0.8874 | 0.0835 | -0.9709 | 0 | 0.2503 | 0 |
Buy And Hold Return (%) | 10957.2077 | 10957.2077 | 10957.2077 | 10957.2077 | 10957.2077 | 10957.2077 |
Max Trade Drawdown | -2146966 | -71539 | -2262385 | -73199329 | -4300739 | -74518950 |
Profit Factor | 0.2494 | 2.1616 | 0.1257 | 0.9203 | 3.0283 | 0.5653 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 46 | 23 | 23 | 49 | 25 | 24 |
Losing Trades | 45 | 23 | 22 | 42 | 21 | 21 |
Profitability (%) | 50.5495 | 50 | 51.1111 | 53.8462 | 54.3478 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.244 | 2.1616 | 0.1202 | 0.7888 | 2.5438 | 0.4946 |
Largest Winning Trade | 66140 | 66140 | 44579 | 11664165 | 8244890 | 11664165 |
Largest Losing Trade | -1928642 | -52788 | -1928642 | -28831153 | -2169973 | -28831153 |
Avg Bars in Trades | 67 | 45 | 89 | 67 | 45 | 89 |
Avg Bars in Winners | 59 | 42 | 76 | 66 | 48 | 84 |
Avg Bars in Losers | 74 | 48 | 101 | 68 | 43 | 94 |
Bars Traded | 6125 | 2113 | 4012 | 6125 | 2113 | 4012 |
Profit Streak | 0 | 0 | 0 | 172.5319 | 172.5319 | 188.1986 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580463 | -243123 | -580567 | -579068 | 432293 | -579691 |
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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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