Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2236226.9253 | -34580.1832 | -2201646.7421 | -982083.8419 | -20505127.8066 | 19523043.9647 |
Total P&L (%) | -2236.2269 | -34.5802 | -2201.6467 | -982.0838 | -20505.1278 | 19523.044 |
Avg Daily Profit (%) | -1.1971 | -0.0185 | -1.1786 | 0 | 0 | 0.283 |
Buy And Hold Return (%) | 9294.8013 | 9294.8013 | 9294.8013 | 9294.8013 | 9294.8013 | 9294.8013 |
Max Trade Drawdown | -2314334 | -164433 | -2242315 | -25490848 | -21773454 | -4939414 |
Profit Factor | 0.1488 | 0.8555 | 0.078 | 0.9723 | 0.1735 | 2.8359 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 70 | 34 | 36 | 47 | 22 | 25 |
Losing Trades | 22 | 12 | 10 | 45 | 24 | 21 |
Profitability (%) | 76.087 | 73.913 | 78.2609 | 51.087 | 47.8261 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.0468 | 0.302 | 0.0217 | 0.9309 | 0.1893 | 2.3821 |
Largest Winning Trade | 36930 | 36930 | 14936 | 23647301 | 1053803 | 23647301 |
Largest Losing Trade | -1412694 | -63051 | -1412694 | -11295790 | -11295790 | -3235193 |
Avg Bars in Trades | 55 | 53 | 57 | 55 | 53 | 57 |
Avg Bars in Winners | 18 | 20 | 16 | 44 | 42 | 46 |
Avg Bars in Losers | 173 | 147 | 204 | 66 | 64 | 69 |
Bars Traded | 5090 | 2467 | 2623 | 5090 | 2467 | 2623 |
Profit Streak | 0 | 0 | 108.8596 | 101.8596 | 102.8596 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576873 | -577604 | -576478 | -579831 | -580989 | 308821 |
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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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