Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2702317.4912 | 10702.2455 | -2713019.7367 | -105113.34 | 43695529.0409 | -43800642.3809 |
Total P&L (%) | -2702.3175 | 10.7022 | -2713.0197 | -105.1133 | 43695.529 | -43800.6424 |
Avg Daily Profit (%) | -1.3229 | 0.0052 | -1.3282 | 0 | 0.2982 | 0 |
Buy And Hold Return (%) | 2515.5572 | 2515.5572 | 2515.5572 | 2515.5572 | 2515.5572 | 2515.5572 |
Max Trade Drawdown | -2767586 | -206984 | -2765346 | -64076825 | -6601680 | -63186412 |
Profit Factor | 0.2133 | 1.0268 | 0.1064 | 0.9986 | 5.4916 | 0.325 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 44 | 20 | 24 | 32 | 15 | 17 |
Losing Trades | 24 | 14 | 10 | 36 | 19 | 17 |
Profitability (%) | 64.7059 | 58.8235 | 70.5882 | 47.0588 | 44.1176 | 50 |
Ratio Avg Win / Avg Loss | 0.1164 | 0.7188 | 0.0443 | 1.1234 | 6.956 | 0.325 |
Largest Winning Trade | 60177 | 60177 | 25573 | 25834761 | 25834761 | 12783740 |
Largest Losing Trade | -1615314 | -74073 | -1615314 | -57475145 | -6601680 | -57475145 |
Avg Bars in Trades | 175 | 191 | 160 | 175 | 191 | 160 |
Avg Bars in Winners | 71 | 64 | 77 | 168 | 195 | 144 |
Avg Bars in Losers | 367 | 372 | 360 | 182 | 187 | 176 |
Bars Traded | 11947 | 6494 | 5453 | 11947 | 6494 | 5453 |
Profit Streak | 0 | 407.3938 | 0 | 327.8938 | 0 | 336.5605 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692371 | -541834 | -578126 | -693445 | 530195 | -580208 |
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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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