Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2995090.1126 | -130690.7255 | -2864399.3871 | -80099.1238 | 14004305.1875 | -14084404.3113 |
Total P&L (%) | -2995.0901 | -130.6907 | -2864.3994 | -80.0991 | 14004.3052 | -14084.4043 |
Avg Daily Profit (%) | -1.4663 | -0.064 | -1.4023 | -0.079 | 0.2426 | 0 |
Buy And Hold Return (%) | 2861.05 | 2861.05 | 2861.05 | 2861.05 | 2861.05 | 2861.05 |
Max Trade Drawdown | -3030210 | -160112 | -2921702 | -25677022 | -4951644 | -23986629 |
Profit Factor | 0.148 | 0.6689 | 0.0821 | 0.9976 | 2.8534 | 0.4625 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 47 | 23 | 24 | 39 | 20 | 19 |
Losing Trades | 26 | 13 | 13 | 34 | 16 | 18 |
Profitability (%) | 64.3836 | 63.8889 | 64.8649 | 53.4247 | 55.5556 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.0819 | 0.3781 | 0.0445 | 0.8697 | 2.2827 | 0.4382 |
Largest Winning Trade | 36280 | 36280 | 27340 | 12513877 | 12513877 | 7020972 |
Largest Losing Trade | -1541399 | -75553 | -1541399 | -17921792 | -2865586 | -17921792 |
Avg Bars in Trades | 162 | 178 | 146 | 162 | 178 | 146 |
Avg Bars in Winners | 56 | 57 | 56 | 116 | 134 | 97 |
Avg Bars in Losers | 352 | 391 | 313 | 214 | 232 | 198 |
Bars Traded | 11833 | 6419 | 5414 | 11833 | 6419 | 5414 |
Profit Streak | 0 | 399.8781 | 0 | 0 | 399.8781 | 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 | -654913 | -577639 | -578845 | -656333 | 521289 | -580597 |
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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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