Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2798180.287 | -34145.4244 | -2764034.8626 | -103475.0561 | 25178422.9599 | -25281898.016 |
Total P&L (%) | -2798.1803 | -34.1454 | -2764.0349 | -103.4751 | 25178.423 | -25281.898 |
Avg Daily Profit (%) | -1.3693 | -0.0167 | -1.3526 | 0 | 0.2711 | 0 |
Buy And Hold Return (%) | 3121.5569 | 3121.5569 | 3121.5569 | 3121.5569 | 3121.5569 | 3121.5569 |
Max Trade Drawdown | -2872740 | -130406 | -2815417 | -39261352 | -8715248 | -34724943 |
Profit Factor | 0.1857 | 0.9053 | 0.1014 | 0.9979 | 2.8161 | 0.2843 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 70 | 34 | 36 | 34 | 18 | 16 |
Losing Trades | 23 | 12 | 11 | 59 | 28 | 31 |
Profitability (%) | 75.2688 | 73.913 | 76.5957 | 36.5591 | 39.1304 | 34.0426 |
Ratio Avg Win / Avg Loss | 0.061 | 0.3195 | 0.031 | 1.7316 | 4.3806 | 0.5508 |
Largest Winning Trade | 27243 | 27243 | 22356 | 24535286 | 24535286 | 6275851 |
Largest Losing Trade | -1526809 | -79590 | -1526809 | -22847097 | -5331866 | -22847097 |
Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Winners | 13 | 14 | 13 | 62 | 66 | 58 |
Avg Bars in Losers | 121 | 121 | 121 | 27 | 26 | 28 |
Bars Traded | 3757 | 1945 | 1812 | 3757 | 1945 | 1812 |
Profit Streak | 0 | 404.7877 | 0 | 313.2877 | 0 | 314.2877 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576976 | -576245 | -577249 | -582391 | 355215 | -586315 |
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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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