Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1963995.0762 | 161148.9656 | -2125144.0419 | -12192028.5393 | 43637191.0206 | -55829219.5599 |
Total P&L (%) | -1963.9951 | 161.149 | -2125.144 | -12192.0285 | 43637.191 | -55829.2196 |
Avg Daily Profit (%) | -0.8878 | 0.0728 | -0.9606 | 0 | 0.2752 | 0 |
Buy And Hold Return (%) | 345.8251 | 345.8251 | 345.8251 | 345.8251 | 345.8251 | 345.8251 |
Max Trade Drawdown | -2286099 | -107936 | -2283121 | -80423744 | -22100779 | -65312707 |
Profit Factor | 0.2328 | 1.766 | 0.0956 | 0.9046 | 1.8545 | 0.2725 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 53 | 27 | 26 | 34 | 19 | 15 |
Losing Trades | 18 | 9 | 9 | 37 | 17 | 20 |
Profitability (%) | 74.6479 | 75 | 74.2857 | 47.8873 | 52.7778 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0791 | 0.5887 | 0.0331 | 0.9844 | 1.6593 | 0.3633 |
Largest Winning Trade | 103814 | 103814 | 33409 | 31531141 | 31531141 | 11922754 |
Largest Losing Trade | -2283121 | -50444 | -2283121 | -27676940 | -16093512 | -27676940 |
Avg Bars in Trades | 86 | 95 | 77 | 86 | 95 | 77 |
Avg Bars in Winners | 34 | 43 | 24 | 126 | 152 | 93 |
Avg Bars in Losers | 242 | 252 | 232 | 51 | 33 | 66 |
Bars Traded | 6173 | 3454 | 2719 | 6173 | 3454 | 2719 |
Profit Streak | 28.9844 | 28.9844 | 59.3177 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667576 | -257113 | -577079 | -672877 | 452096 | -583565 |
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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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