Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2023649.6609 | 293354.7697 | -2317004.4306 | 12985037.9327 | 32966253.3566 | -19981215.4239 |
Total P&L (%) | -2023.6497 | 293.3548 | -2317.0044 | 12985.0379 | 32966.2534 | -19981.2154 |
Avg Daily Profit (%) | -0.8921 | 0.1293 | -1.0214 | 0.2151 | 0.2561 | 0 |
Buy And Hold Return (%) | 9165.6218 | 9165.6218 | 9165.6218 | 9165.6218 | 9165.6218 | 9165.6218 |
Max Trade Drawdown | -2433592 | -40884 | -2413227 | -43794463 | -10887243 | -51030833 |
Profit Factor | 0.3092 | 2.5021 | 0.1526 | 1.1086 | 2.0546 | 0.7738 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 49 | 25 | 24 | 53 | 27 | 26 |
Losing Trades | 43 | 21 | 22 | 39 | 19 | 20 |
Profitability (%) | 53.2609 | 54.3478 | 52.1739 | 57.6087 | 58.6957 | 56.5217 |
Ratio Avg Win / Avg Loss | 0.2714 | 2.1017 | 0.1399 | 0.8157 | 1.4459 | 0.5953 |
Largest Winning Trade | 102987 | 102987 | 58063 | 14796386 | 7523251 | 14796386 |
Largest Losing Trade | -1953959 | -29896 | -1953959 | -37499021 | -7766935 | -37499021 |
Avg Bars in Trades | 46 | 31 | 62 | 46 | 31 | 62 |
Avg Bars in Winners | 55 | 33 | 78 | 53 | 33 | 75 |
Avg Bars in Losers | 37 | 28 | 45 | 37 | 27 | 45 |
Bars Traded | 4308 | 1427 | 2881 | 4308 | 1427 | 2881 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580109 | -180755 | -580422 | -129507 | 357533 | -579859 |
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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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