Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5553041.2287 | 110725.6058 | -5663766.8345 | -6641774.5151 | 27870563.6117 | -34512338.1267 |
Total P&L (%) | -5553.0412 | 110.7256 | -5663.7668 | -6641.7745 | 27870.5636 | -34512.3381 |
Avg Daily Profit (%) | -2.8274 | 0.0564 | -2.8838 | 0 | 0.2873 | 0 |
Buy And Hold Return (%) | 1662.1923 | 1662.1923 | 1662.1923 | 1662.1923 | 1662.1923 | 1662.1923 |
Max Trade Drawdown | -5899015 | -87704 | -5815131 | -95850278 | -15590680 | -95850278 |
Profit Factor | 0.0946 | 1.529 | 0.0439 | 0.9529 | 2.1647 | 0.7049 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 45 | 22 | 23 | 41 | 23 | 18 |
Losing Trades | 25 | 13 | 12 | 29 | 12 | 17 |
Profitability (%) | 64.2857 | 62.8571 | 65.7143 | 58.5714 | 65.7143 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.0526 | 0.9035 | 0.0229 | 0.674 | 1.1294 | 0.6657 |
Largest Winning Trade | 47764 | 47764 | 38307 | 34700377 | 15150197 | 34700377 |
Largest Losing Trade | -5713741 | -51427 | -5713741 | -95850278 | -3584759 | -95850278 |
Avg Bars in Trades | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Winners | 29 | 29 | 28 | 63 | 63 | 64 |
Avg Bars in Losers | 98 | 97 | 99 | 39 | 37 | 40 |
Bars Traded | 3762 | 1912 | 1850 | 3762 | 1912 | 1850 |
Profit Streak | 400.7214 | 0 | 554.2214 | 0 | 596.2214 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676840 | -281939 | -577791 | -678166 | 531944 | -580602 |
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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) |
---|