Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3886543.38 | -68355.3864 | -3818187.9937 | 37215271.2987 | -39647239.7675 | 76862511.0662 |
Total P&L (%) | -3886.5434 | -68.3554 | -3818.188 | 37215.2713 | -39647.2398 | 76862.5111 |
Avg Daily Profit (%) | -2.1741 | -0.0382 | -2.1358 | 0.3318 | 0 | 0.3725 |
Buy And Hold Return (%) | 366.032 | 366.032 | 366.032 | 366.032 | 366.032 | 366.032 |
Max Trade Drawdown | -4042623 | -85133 | -3394945 | -57487053 | -40241882 | -36124807 |
Profit Factor | 0.1015 | 0.428 | 0.0922 | 1.326 | 0.1901 | 2.1785 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 11 | 23 | 34 | 11 | 23 |
Losing Trades | 30 | 21 | 9 | 30 | 21 | 9 |
Profitability (%) | 53.125 | 34.375 | 71.875 | 53.125 | 34.375 | 71.875 |
Ratio Avg Win / Avg Loss | 0.0895 | 0.817 | 0.0361 | 1.17 | 0.3628 | 0.8524 |
Largest Winning Trade | 56549 | 15542 | 56549 | 23155968 | 3325192 | 23155968 |
Largest Losing Trade | -3394945 | -25826 | -3394945 | -28505205 | -18003164 | -28505205 |
Avg Bars in Trades | 80 | 11 | 149 | 80 | 11 | 149 |
Avg Bars in Winners | 65 | 8 | 93 | 75 | 8 | 107 |
Avg Bars in Losers | 96 | 12 | 293 | 85 | 12 | 255 |
Bars Traded | 5141 | 363 | 4778 | 5141 | 363 | 4778 |
Profit Streak | 54.6651 | 0 | 242.6651 | 54.6651 | 0 | 242.6651 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723310 | -586608 | -576597 | -133125 | -586608 | 542124 |
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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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