Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2682438.8187 | 73014.2255 | -2755453.0442 | -3332943.3298 | -80019149.9524 | 76686206.6226 |
Total P&L (%) | -2682.4388 | 73.0142 | -2755.453 | -3332.9433 | -80019.15 | 76686.2066 |
Avg Daily Profit (%) | -1.4415 | 0.0392 | -1.4808 | 0 | 0 | 0.3577 |
Buy And Hold Return (%) | 5349.4672 | 5349.4672 | 5349.4672 | 5349.4672 | 5349.4672 | 5349.4672 |
Max Trade Drawdown | -2880150 | -88245 | -2863972 | -150921874 | -86327207 | -111741922 |
Profit Factor | 0.2191 | 1.3767 | 0.1498 | 0.988 | 0.2892 | 1.4653 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 65 | 33 | 32 | 54 | 24 | 30 |
Losing Trades | 34 | 17 | 17 | 45 | 26 | 19 |
Profitability (%) | 65.6566 | 66 | 65.3061 | 54.5455 | 48 | 61.2245 |
Ratio Avg Win / Avg Loss | 0.1146 | 0.7092 | 0.0796 | 0.8233 | 0.3133 | 0.928 |
Largest Winning Trade | 55901 | 39173 | 55901 | 68877749 | 8378099 | 68877749 |
Largest Losing Trade | -1919172 | -41135 | -1919172 | -68795066 | -41817669 | -68795066 |
Avg Bars in Trades | 108 | 40 | 177 | 108 | 40 | 177 |
Avg Bars in Winners | 49 | 29 | 70 | 98 | 33 | 150 |
Avg Bars in Losers | 221 | 62 | 380 | 120 | 47 | 220 |
Bars Traded | 10764 | 2049 | 8715 | 10764 | 2049 | 8715 |
Profit Streak | 42.2905 | 215.9572 | 0 | 0 | 0 | 86.1239 |
Trades During Streak | 1 | 6 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577655 | -483931 | -578697 | -579925 | -761611 | 393201 |
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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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