Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3643208.4159 | -194304.3747 | -3448904.0412 | -98870.0615 | 44772363.272 | -44871233.3335 |
Total P&L (%) | -3643.2084 | -194.3044 | -3448.904 | -98.8701 | 44772.3633 | -44871.2333 |
Avg Daily Profit (%) | -1.783 | -0.0951 | -1.6879 | -0.2192 | 0.2993 | 0 |
Buy And Hold Return (%) | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 |
Max Trade Drawdown | -3659549 | -212702 | -3473606 | -74291439 | -13638201 | -64248838 |
Profit Factor | 0.1027 | 0.5062 | 0.0594 | 0.9988 | 3.379 | 0.3125 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 55 | 26 | 29 | 45 | 23 | 22 |
Losing Trades | 37 | 20 | 17 | 47 | 23 | 24 |
Profitability (%) | 59.7826 | 56.5217 | 63.0435 | 48.913 | 50 | 47.8261 |
Ratio Avg Win / Avg Loss | 0.0691 | 0.3894 | 0.0348 | 1.0432 | 3.379 | 0.3409 |
Largest Winning Trade | 25092 | 24224 | 25092 | 55689641 | 55689641 | 10752481 |
Largest Losing Trade | -1655563 | -85255 | -1655563 | -45674642 | -9528324 | -45674642 |
Avg Bars in Trades | 64 | 69 | 59 | 64 | 69 | 59 |
Avg Bars in Winners | 21 | 21 | 21 | 64 | 78 | 49 |
Avg Bars in Losers | 128 | 133 | 123 | 64 | 61 | 68 |
Bars Traded | 5947 | 3213 | 2733 | 5947 | 3213 | 2733 |
Profit Streak | 0 | 386.5584 | 0 | 0 | 386.5584 | 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 | -579264 | -578518 | -579013 | -579288 | 603447 | -581549 |
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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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