Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1620353.3113 | 56495.9303 | -1676849.2417 | 3423928.0831 | -75766976.7485 | 79190904.8316 |
Total P&L (%) | -1620.3533 | 56.4959 | -1676.8492 | 3423.9281 | -75766.9767 | 79190.9048 |
Avg Daily Profit (%) | -0.8668 | 0.0302 | -0.897 | 0.1907 | 0 | 0.3578 |
Buy And Hold Return (%) | 626.0496 | 626.0496 | 626.0496 | 626.0496 | 626.0496 | 626.0496 |
Max Trade Drawdown | -1904091 | -150805 | -1804744 | -77717979 | -78994361 | -17378873 |
Profit Factor | 0.2509 | 1.2632 | 0.1394 | 1.0282 | 0.1455 | 3.404 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 49 | 25 | 24 | 45 | 22 | 23 |
Losing Trades | 13 | 6 | 7 | 17 | 9 | 8 |
Profitability (%) | 79.0323 | 80.6452 | 77.4194 | 72.5806 | 70.9677 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.0666 | 0.3032 | 0.0406 | 0.3884 | 0.0595 | 1.184 |
Largest Winning Trade | 42641 | 42641 | 33262 | 90290179 | 4372608 | 90290179 |
Largest Losing Trade | -1009681 | -67428 | -1009681 | -53350276 | -53350276 | -15853896 |
Avg Bars in Trades | 86 | 99 | 72 | 86 | 99 | 72 |
Avg Bars in Winners | 24 | 22 | 26 | 34 | 17 | 50 |
Avg Bars in Losers | 319 | 421 | 232 | 224 | 302 | 136 |
Bars Traded | 5357 | 3096 | 2261 | 5357 | 3096 | 2261 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -735514 | -316182 | -577263 | -339859 | -578099 | 643711 |
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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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