Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2400493.8909 | 148935.6089 | -2549429.4997 | -114767.8389 | 16159500.1151 | -16274267.954 |
Total P&L (%) | -2400.4939 | 148.9356 | -2549.4295 | -114.7678 | 16159.5001 | -16274.268 |
Avg Daily Profit (%) | -1.1748 | 0.0729 | -1.2477 | 0 | 0.2495 | 0 |
Buy And Hold Return (%) | 2564.381 | 2564.381 | 2564.381 | 2564.381 | 2564.381 | 2564.381 |
Max Trade Drawdown | -2710215 | -218623 | -2675905 | -26074173 | -3810932 | -23283271 |
Profit Factor | 0.2862 | 1.339 | 0.1279 | 0.9963 | 4.241 | 0.3652 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 60 | 29 | 31 | 44 | 22 | 22 |
Losing Trades | 30 | 16 | 14 | 46 | 23 | 23 |
Profitability (%) | 66.6667 | 64.4444 | 68.8889 | 48.8889 | 48.8889 | 48.8889 |
Ratio Avg Win / Avg Loss | 0.1431 | 0.7388 | 0.0578 | 1.0415 | 4.4338 | 0.3818 |
Largest Winning Trade | 134037 | 134037 | 27719 | 7655064 | 7655064 | 3960186 |
Largest Losing Trade | -1493191 | -72835 | -1493191 | -21335013 | -3810932 | -21335013 |
Avg Bars in Trades | 66 | 73 | 59 | 66 | 73 | 59 |
Avg Bars in Winners | 29 | 31 | 27 | 59 | 69 | 49 |
Avg Bars in Losers | 140 | 148 | 131 | 72 | 76 | 69 |
Bars Traded | 5978 | 3289 | 2689 | 5978 | 3289 | 2689 |
Profit Streak | 0 | 428.3326 | 0 | 305.3326 | 0 | 326.6659 |
Trades During Streak | 0 | 5 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578099 | -259429 | -578263 | -578715 | 535220 | -580178 |
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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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