Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2217905.171 | 103407.1313 | -2321312.3023 | 12212.039 | 68414073.2137 | -68401861.1747 |
Total P&L (%) | -2217.9052 | 103.4071 | -2321.3123 | 12.212 | 68414.0732 | -68401.8612 |
Avg Daily Profit (%) | -1.0855 | 0.0506 | -1.1361 | 0.0056 | 0.3201 | 0 |
Buy And Hold Return (%) | 3243.2122 | 3243.2122 | 3243.2122 | 3243.2122 | 3243.2122 | 3243.2122 |
Max Trade Drawdown | -2315993 | -168159 | -2389469 | -101931972 | -7005966 | -102957511 |
Profit Factor | 0.2534 | 1.3044 | 0.1177 | 1.0001 | 6.0648 | 0.3947 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 42 | 20 | 22 | 36 | 19 | 17 |
Losing Trades | 21 | 11 | 10 | 27 | 12 | 15 |
Profitability (%) | 66.6667 | 64.5161 | 68.75 | 57.1429 | 61.2903 | 53.125 |
Ratio Avg Win / Avg Loss | 0.1267 | 0.7174 | 0.0535 | 0.7501 | 3.8304 | 0.3483 |
Largest Winning Trade | 64403 | 64403 | 31957 | 46339266 | 46339266 | 23276479 |
Largest Losing Trade | -1334097 | -75254 | -1334097 | -94926005 | -7005966 | -94926005 |
Avg Bars in Trades | 119 | 127 | 111 | 119 | 127 | 111 |
Avg Bars in Winners | 46 | 45 | 47 | 90 | 101 | 78 |
Avg Bars in Losers | 264 | 276 | 251 | 157 | 167 | 148 |
Bars Traded | 7498 | 3940 | 3558 | 7498 | 3940 | 3558 |
Profit Streak | 0 | 404.7976 | 0 | 0 | 404.7976 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729617 | -289856 | -578379 | -723226 | 719236 | -580405 |
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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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