Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2568131.767 | -40016.2532 | -2528115.5138 | -953979.5055 | -30776477.7729 | 29822498.2674 |
Total P&L (%) | -2568.1318 | -40.0163 | -2528.1155 | -953.9795 | -30776.4778 | 29822.4983 |
Avg Daily Profit (%) | -1.3829 | -0.0215 | -1.3614 | 0 | 0 | 0.3075 |
Buy And Hold Return (%) | 10292.5553 | 10292.5553 | 10292.5553 | 10292.5553 | 10292.5553 | 10292.5553 |
Max Trade Drawdown | -2656331 | -170427 | -2568966 | -34874084 | -31085753 | -5950131 |
Profit Factor | 0.1276 | 0.835 | 0.0641 | 0.9801 | 0.1331 | 3.4076 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 71 | 37 | 34 | 38 | 17 | 21 |
Losing Trades | 19 | 8 | 11 | 52 | 28 | 24 |
Profitability (%) | 78.8889 | 82.2222 | 75.5556 | 42.2222 | 37.7778 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0341 | 0.1805 | 0.0207 | 1.3412 | 0.2192 | 3.8943 |
Largest Winning Trade | 20252 | 15648 | 20252 | 36734906 | 2033511 | 36734906 |
Largest Losing Trade | -1764690 | -63025 | -1764690 | -16038110 | -16038110 | -3780123 |
Avg Bars in Trades | 76 | 73 | 80 | 76 | 73 | 80 |
Avg Bars in Winners | 25 | 30 | 19 | 63 | 47 | 75 |
Avg Bars in Losers | 269 | 270 | 268 | 86 | 88 | 84 |
Bars Traded | 6896 | 3285 | 3611 | 6896 | 3285 | 3611 |
Profit Streak | 39.5334 | 146.0334 | 39.5334 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575086 | -575224 | -576852 | -581895 | -585465 | 397453 |
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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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