Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2534374.7124 | 16458.0821 | -2550832.7945 | -8431375.3324 | -43866088.4269 | 35434713.0945 |
Total P&L (%) | -2534.3747 | 16.4581 | -2550.8328 | -8431.3753 | -43866.0884 | 35434.7131 |
Avg Daily Profit (%) | -1.3613 | 0.0088 | -1.3702 | 0 | 0 | 0.316 |
Buy And Hold Return (%) | 9207.6166 | 9207.6166 | 9207.6166 | 9207.6166 | 9207.6166 | 9207.6166 |
Max Trade Drawdown | -2646447 | -127219 | -2613849 | -55706696 | -48158513 | -26394381 |
Profit Factor | 0.1873 | 1.0626 | 0.1068 | 0.9201 | 0.2816 | 1.7977 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 55 | 26 | 29 | 42 | 16 | 26 |
Losing Trades | 36 | 20 | 16 | 49 | 30 | 19 |
Profitability (%) | 60.4396 | 56.5217 | 64.4444 | 46.1538 | 34.7826 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.1226 | 0.8174 | 0.0589 | 1.0734 | 0.528 | 1.3137 |
Largest Winning Trade | 48103 | 48103 | 32666 | 39657298 | 5400764 | 39657298 |
Largest Losing Trade | -1670426 | -57078 | -1670426 | -18979169 | -18062824 | -18979169 |
Avg Bars in Trades | 58 | 43 | 74 | 58 | 43 | 74 |
Avg Bars in Winners | 25 | 20 | 31 | 53 | 31 | 67 |
Avg Bars in Losers | 109 | 73 | 153 | 63 | 49 | 84 |
Bars Traded | 5357 | 2004 | 3352 | 5357 | 2004 | 3352 |
Profit Streak | 43.5116 | 155.5116 | 0 | 0 | 0 | 93.5116 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578628 | -497817 | -578839 | -580364 | -586622 | 381741 |
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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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