Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2793565.1569 | -37059.8515 | -2756505.3053 | 2747846.7195 | -25133538.2037 | 27881384.9232 |
Total P&L (%) | -2793.5652 | -37.0599 | -2756.5053 | 2747.8467 | -25133.5382 | 27881.3849 |
Avg Daily Profit (%) | -1.4957 | -0.0198 | -1.4759 | 0.1795 | 0 | 0.3021 |
Buy And Hold Return (%) | 8514.423 | 8514.423 | 8514.423 | 8514.423 | 8514.423 | 8514.423 |
Max Trade Drawdown | -2910529 | -111393 | -2842229 | -31945129 | -26104317 | -16403364 |
Profit Factor | 0.1227 | 0.7176 | 0.0971 | 1.054 | 0.1504 | 2.3115 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 62 | 28 | 34 | 52 | 25 | 27 |
Losing Trades | 23 | 15 | 8 | 33 | 18 | 15 |
Profitability (%) | 72.9412 | 65.1163 | 80.9524 | 61.1765 | 58.1395 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.0455 | 0.3844 | 0.0228 | 0.6689 | 0.1083 | 1.2842 |
Largest Winning Trade | 45928 | 16147 | 45928 | 19968553 | 640322 | 19968553 |
Largest Losing Trade | -1700153 | -47930 | -1700153 | -16325002 | -15042780 | -16325002 |
Avg Bars in Trades | 60 | 6 | 115 | 60 | 6 | 115 |
Avg Bars in Winners | 33 | 3 | 58 | 56 | 5 | 104 |
Avg Bars in Losers | 131 | 11 | 357 | 65 | 8 | 134 |
Bars Traded | 5121 | 281 | 4840 | 5121 | 281 | 4840 |
Profit Streak | 0 | 0 | 92.7679 | 0 | 0 | 92.7679 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577299 | -578489 | -576194 | -318706 | -579394 | 424364 |
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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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