Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2689393.4398 | -65072.3592 | -2624321.0806 | -100043.1119 | 21807989.6322 | -21908032.7441 |
Total P&L (%) | -2689.3934 | -65.0724 | -2624.3211 | -100.0431 | 21807.9896 | -21908.0327 |
Avg Daily Profit (%) | -1.3161 | -0.0318 | -1.2842 | 0 | 0.2641 | 0 |
Buy And Hold Return (%) | 3232.0629 | 3232.0629 | 3232.0629 | 3232.0629 | 3232.0629 | 3232.0629 |
Max Trade Drawdown | -2727484 | -138120 | -2681353 | -32370157 | -4481894 | -33718756 |
Profit Factor | 0.1871 | 0.8305 | 0.1027 | 0.9976 | 4.1083 | 0.3596 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 62 | 29 | 33 | 36 | 20 | 16 |
Losing Trades | 23 | 13 | 10 | 49 | 22 | 27 |
Profitability (%) | 72.9412 | 69.0476 | 76.7442 | 42.3529 | 47.619 | 37.2093 |
Ratio Avg Win / Avg Loss | 0.0694 | 0.3723 | 0.0311 | 1.3578 | 4.5192 | 0.6069 |
Largest Winning Trade | 50642 | 50642 | 22356 | 19651971 | 19651971 | 8404134 |
Largest Losing Trade | -1526809 | -76578 | -1526809 | -23502259 | -3512074 | -23502259 |
Avg Bars in Trades | 46 | 52 | 40 | 46 | 52 | 40 |
Avg Bars in Winners | 17 | 17 | 17 | 56 | 65 | 45 |
Avg Bars in Losers | 124 | 129 | 118 | 38 | 40 | 37 |
Bars Traded | 3942 | 2189 | 1753 | 3942 | 2189 | 1753 |
Profit Streak | 0 | 414.5471 | 0 | 323.0471 | 0 | 323.5471 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577299 | -576907 | -577260 | -581270 | 528318 | -585114 |
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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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