Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2351348.9651 | -11780.9844 | -2339567.9807 | -1386520.9881 | -30028180.451 | 28641659.4629 |
Total P&L (%) | -2351.349 | -11.781 | -2339.568 | -1386.521 | -30028.1805 | 28641.6595 |
Avg Daily Profit (%) | -1.2608 | -0.0063 | -1.2545 | 0 | 0 | 0.304 |
Buy And Hold Return (%) | 10679.8305 | 10679.8305 | 10679.8305 | 10679.8305 | 10679.8305 | 10679.8305 |
Max Trade Drawdown | -2457097 | -157306 | -2385497 | -34405645 | -30510819 | -7137150 |
Profit Factor | 0.1487 | 0.9497 | 0.0745 | 0.9722 | 0.154 | 3.0039 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 75 | 38 | 37 | 40 | 17 | 23 |
Losing Trades | 17 | 8 | 9 | 52 | 29 | 23 |
Profitability (%) | 81.5217 | 82.6087 | 80.4348 | 43.4783 | 36.9565 | 50 |
Ratio Avg Win / Avg Loss | 0.0337 | 0.1999 | 0.0181 | 1.2638 | 0.2627 | 3.0039 |
Largest Winning Trade | 23092 | 16564 | 23092 | 35086985 | 1942651 | 35086985 |
Largest Losing Trade | -1603234 | -62278 | -1603234 | -15242804 | -15242804 | -5063166 |
Avg Bars in Trades | 56 | 53 | 58 | 56 | 53 | 58 |
Avg Bars in Winners | 20 | 22 | 18 | 46 | 35 | 54 |
Avg Bars in Losers | 213 | 203 | 222 | 63 | 63 | 62 |
Bars Traded | 5170 | 2463 | 2707 | 5170 | 2463 | 2707 |
Profit Streak | 105.2737 | 153.9404 | 105.2737 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574633 | -575149 | -575380 | -581402 | -585776 | 408376 |
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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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