Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2192829.4843 | -3392.1894 | -2189437.2949 | -5115807.0508 | 16277509.0299 | -21393316.0807 |
Total P&L (%) | -2192.8295 | -3.3922 | -2189.4373 | -5115.8071 | 16277.509 | -21393.3161 |
Avg Daily Profit (%) | -1.0731 | -0.0017 | -1.0714 | 0 | 0.2498 | 0 |
Buy And Hold Return (%) | 4268.5197 | 4268.5197 | 4268.5197 | 4268.5197 | 4268.5197 | 4268.5197 |
Max Trade Drawdown | -2376726 | -72436 | -2348057 | -86310879 | -15260712 | -99849940 |
Profit Factor | 0.2046 | 0.9807 | 0.1516 | 0.9638 | 1.5123 | 0.8045 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 71 | 32 | 39 | 52 | 27 | 25 |
Losing Trades | 21 | 14 | 7 | 40 | 19 | 21 |
Profitability (%) | 77.1739 | 69.5652 | 84.7826 | 56.5217 | 58.6957 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.0605 | 0.4291 | 0.0272 | 0.7414 | 1.0642 | 0.6758 |
Largest Winning Trade | 46757 | 28287 | 46757 | 76742586 | 36466564 | 76742586 |
Largest Losing Trade | -1304396 | -56219 | -1304396 | -36969745 | -9224663 | -36969745 |
Avg Bars in Trades | 39 | 8 | 70 | 39 | 8 | 70 |
Avg Bars in Winners | 18 | 3 | 31 | 28 | 6 | 52 |
Avg Bars in Losers | 109 | 19 | 290 | 53 | 10 | 92 |
Bars Traded | 3625 | 369 | 3256 | 3625 | 369 | 3256 |
Profit Streak | 0 | 0 | 475.7565 | 428.2565 | 450.7565 | 0 |
Trades During Streak | 0 | 0 | 5 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576732 | -577890 | -574978 | -579101 | 342710 | -580140 |
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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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