Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2791841.047 | 173057.165 | -2964898.212 | -7016468.7542 | 72807676.8434 | -79824145.5976 |
Total P&L (%) | -2791.841 | 173.0572 | -2964.8982 | -7016.4688 | 72807.6768 | -79824.1456 |
Avg Daily Profit (%) | -1.3663 | 0.0847 | -1.451 | 0 | 0.3231 | 0 |
Buy And Hold Return (%) | 2765.2192 | 2765.2192 | 2765.2192 | 2765.2192 | 2765.2192 | 2765.2192 |
Max Trade Drawdown | -3006841 | -99976 | -3095067 | -402619825 | -159187825 | -426354646 |
Profit Factor | 0.2583 | 1.4558 | 0.1239 | 0.9909 | 1.2309 | 0.8256 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 46 | 19 | 27 | 34 | 18 | 16 |
Losing Trades | 26 | 17 | 9 | 38 | 18 | 20 |
Profitability (%) | 63.8889 | 52.7778 | 75 | 47.2222 | 50 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.146 | 1.3025 | 0.0413 | 1.1075 | 1.2309 | 1.032 |
Largest Winning Trade | 144651 | 144651 | 55543 | 320683060 | 222089255 | 320683060 |
Largest Losing Trade | -1766007 | -69780 | -1766007 | -227184416 | -145966322 | -227184416 |
Avg Bars in Trades | 83 | 84 | 81 | 83 | 84 | 81 |
Avg Bars in Winners | 48 | 41 | 53 | 75 | 87 | 62 |
Avg Bars in Losers | 144 | 133 | 165 | 89 | 81 | 96 |
Bars Traded | 5987 | 3053 | 2934 | 5987 | 3053 | 2934 |
Profit Streak | 0 | 441.4702 | 0 | 330.4702 | 0 | 343.8035 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662477 | -242926 | -577539 | -663382 | 314991 | -580687 |
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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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