Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2999115.9509 | -23638.1969 | -2975477.754 | 60725.8431 | 129994447.8568 | -129933722.0136 |
Total P&L (%) | -2999.116 | -23.6382 | -2975.4778 | 60.7258 | 129994.4479 | -129933.722 |
Avg Daily Profit (%) | -1.4676 | -0.0116 | -1.4561 | 0.0232 | 0.3515 | 0 |
Buy And Hold Return (%) | 3796.3788 | 3796.3788 | 3796.3788 | 3796.3788 | 3796.3788 | 3796.3788 |
Max Trade Drawdown | -3062195 | -115749 | -3021324 | -248455896 | -68919742 | -225979161 |
Profit Factor | 0.1783 | 0.9297 | 0.1021 | 1.0002 | 2.2271 | 0.452 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 71 | 34 | 37 | 53 | 27 | 26 |
Losing Trades | 22 | 12 | 10 | 40 | 19 | 21 |
Profitability (%) | 76.3441 | 73.913 | 78.7234 | 56.9892 | 58.6957 | 55.3191 |
Ratio Avg Win / Avg Loss | 0.0553 | 0.3281 | 0.0276 | 0.7549 | 1.5672 | 0.3651 |
Largest Winning Trade | 27243 | 27243 | 25030 | 167398297 | 167398297 | 83081406 |
Largest Losing Trade | -1461379 | -78736 | -1461379 | -117823367 | -26119676 | -117823367 |
Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Winners | 14 | 14 | 13 | 27 | 32 | 21 |
Avg Bars in Losers | 125 | 120 | 130 | 57 | 56 | 59 |
Bars Traded | 3758 | 1951 | 1806 | 3758 | 1951 | 1806 |
Profit Streak | 0 | 399.9556 | 0 | 0 | 399.9556 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576837 | -576226 | -576973 | -548463 | 581404 | -580007 |
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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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