Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3041714.3026 | -34223.8084 | -3007490.4942 | -460708.5913 | -41879261.0569 | 41418552.4656 |
Total P&L (%) | -3041.7143 | -34.2238 | -3007.4905 | -460.7086 | -41879.2611 | 41418.5525 |
Avg Daily Profit (%) | -1.4886 | -0.0167 | -1.4719 | 0 | 0 | 0.2955 |
Buy And Hold Return (%) | 4547.1761 | 4547.1761 | 4547.1761 | 4547.1761 | 4547.1761 | 4547.1761 |
Max Trade Drawdown | -3223587 | -147445 | -3131196 | -59328066 | -56107325 | -10923477 |
Profit Factor | 0.205 | 0.92 | 0.115 | 0.9944 | 0.3179 | 2.981 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 15 | 20 | 33 | 13 | 20 |
Losing Trades | 35 | 20 | 15 | 37 | 22 | 15 |
Profitability (%) | 50 | 42.8571 | 57.1429 | 47.1429 | 37.1429 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.205 | 1.2266 | 0.0863 | 1.1149 | 0.5381 | 2.2357 |
Largest Winning Trade | 63659 | 63659 | 48818 | 30976179 | 10621206 | 30976179 |
Largest Losing Trade | -1671148 | -70401 | -1671148 | -27792396 | -27792396 | -4813885 |
Avg Bars in Trades | 83 | 69 | 97 | 83 | 69 | 97 |
Avg Bars in Winners | 61 | 55 | 65 | 73 | 61 | 81 |
Avg Bars in Losers | 106 | 80 | 140 | 92 | 74 | 118 |
Bars Traded | 5856 | 2442 | 3414 | 5856 | 2442 | 3414 |
Profit Streak | 342.137 | 420.8037 | 342.137 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -678590 | -580936 | -579274 | -679000 | -585787 | 556683 |
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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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