Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3375341.5507 | -75525.4765 | -3299816.0742 | -406089.7292 | 46713959.0371 | -47120048.7662 |
Total P&L (%) | -3375.3416 | -75.5255 | -3299.8161 | -406.0897 | 46713.959 | -47120.0488 |
Avg Daily Profit (%) | -1.6517 | -0.037 | -1.6148 | 0 | 0.3013 | 0 |
Buy And Hold Return (%) | 3844.7265 | 3844.7265 | 3844.7265 | 3844.7265 | 3844.7265 | 3844.7265 |
Max Trade Drawdown | -3478058 | -144632 | -3350998 | -80488691 | -17627797 | -71139024 |
Profit Factor | 0.1243 | 0.7801 | 0.0601 | 0.9957 | 3.0301 | 0.3498 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 45 | 23 | 22 | 33 | 15 | 18 |
Losing Trades | 26 | 12 | 14 | 38 | 20 | 18 |
Profitability (%) | 63.3803 | 65.7143 | 61.1111 | 46.4789 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 0.0718 | 0.407 | 0.0382 | 1.1466 | 4.0401 | 0.3498 |
Largest Winning Trade | 36832 | 36832 | 27678 | 58132047 | 58132047 | 11798911 |
Largest Losing Trade | -1925538 | -84068 | -1925538 | -54210275 | -8443122 | -54210275 |
Avg Bars in Trades | 53 | 55 | 50 | 53 | 55 | 50 |
Avg Bars in Winners | 21 | 21 | 22 | 68 | 89 | 50 |
Avg Bars in Losers | 107 | 121 | 95 | 40 | 30 | 51 |
Bars Traded | 3776 | 1951 | 1825 | 3776 | 1951 | 1825 |
Profit Streak | 0 | 382.9421 | 0 | 268.4421 | 0 | 269.9421 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -670043 | -577409 | -579339 | -671169 | 428566 | -580191 |
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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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