Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2722698.1271 | -31083.901 | -2691614.2261 | -1810604.3834 | 28803619.6327 | -30614224.0161 |
Total P&L (%) | -2722.6981 | -31.0839 | -2691.6142 | -1810.6044 | 28803.6196 | -30614.224 |
Avg Daily Profit (%) | -1.3325 | -0.0152 | -1.3173 | 0 | 0.2777 | 0 |
Buy And Hold Return (%) | 3136.4646 | 3136.4646 | 3136.4646 | 3136.4646 | 3136.4646 | 3136.4646 |
Max Trade Drawdown | -2835272 | -139567 | -2801880 | -47968523 | -10811656 | -43117701 |
Profit Factor | 0.2211 | 0.9251 | 0.1263 | 0.9748 | 2.4336 | 0.4077 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 50 | 24 | 26 | 42 | 21 | 21 |
Losing Trades | 41 | 21 | 20 | 49 | 24 | 25 |
Profitability (%) | 54.9451 | 53.3333 | 56.5217 | 46.1538 | 46.6667 | 45.6522 |
Ratio Avg Win / Avg Loss | 0.1813 | 0.8095 | 0.0971 | 1.1372 | 2.7813 | 0.4853 |
Largest Winning Trade | 52584 | 42096 | 52584 | 19076678 | 19076678 | 6248300 |
Largest Losing Trade | -1260239 | -72330 | -1260239 | -24343070 | -9482028 | -24343070 |
Avg Bars in Trades | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Winners | 42 | 39 | 45 | 69 | 76 | 61 |
Avg Bars in Losers | 93 | 94 | 92 | 62 | 55 | 68 |
Bars Traded | 5959 | 2938 | 3021 | 5959 | 2938 | 3021 |
Profit Streak | 306.2722 | 378.9389 | 306.2722 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578926 | -578938 | -579271 | -580364 | 435910 | -582395 |
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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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