Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2789603.2686 | -1249.258 | -2788354.0107 | 3888994.0485 | -33018581.8683 | 36907575.9168 |
Total P&L (%) | -2789.6033 | -1.2493 | -2788.354 | 3888.994 | -33018.5819 | 36907.5759 |
Avg Daily Profit (%) | -1.4936 | -0.0007 | -1.4929 | 0.1976 | 0 | 0.3171 |
Buy And Hold Return (%) | 5509.0967 | 5509.0967 | 5509.0967 | 5509.0967 | 5509.0967 | 5509.0967 |
Max Trade Drawdown | -2910833 | -58660 | -2872889 | -103994855 | -35424746 | -97879121 |
Profit Factor | 0.1735 | 0.9887 | 0.1459 | 1.0183 | 0.3343 | 1.2266 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 53 | 24 | 29 | 55 | 26 | 29 |
Losing Trades | 34 | 20 | 14 | 32 | 18 | 14 |
Profitability (%) | 60.9195 | 54.5455 | 67.4419 | 63.2184 | 59.0909 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.1113 | 0.8239 | 0.0704 | 0.5925 | 0.2315 | 0.5922 |
Largest Winning Trade | 41880 | 20554 | 41880 | 49166117 | 3503401 | 49166117 |
Largest Losing Trade | -1853185 | -30922 | -1853185 | -95009879 | -23840791 | -95009879 |
Avg Bars in Trades | 82 | 4 | 162 | 82 | 4 | 162 |
Avg Bars in Winners | 50 | 2 | 90 | 73 | 3 | 135 |
Avg Bars in Losers | 131 | 6 | 310 | 98 | 6 | 217 |
Bars Traded | 7169 | 200 | 6970 | 7169 | 200 | 6970 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578852 | -579852 | -578466 | -357595 | -579263 | 328287 |
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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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