Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1125469.5846 | 227331.5601 | -1352801.1447 | -8766149.95 | 23123045.5391 | -31889195.4891 |
Total P&L (%) | -1125.4696 | 227.3316 | -1352.8011 | -8766.15 | 23123.0455 | -31889.1955 |
Avg Daily Profit (%) | -0.509 | 0.1028 | -0.6119 | 0 | 0.2467 | 0 |
Buy And Hold Return (%) | 306.4155 | 306.4155 | 306.4155 | 306.4155 | 306.4155 | 306.4155 |
Max Trade Drawdown | -1508447 | -100648 | -1499974 | -72433030 | -28059434 | -50292619 |
Profit Factor | 0.4115 | 2.0658 | 0.2039 | 0.9311 | 1.5135 | 0.612 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 43 | 23 | 20 | 38 | 22 | 16 |
Losing Trades | 26 | 12 | 14 | 31 | 13 | 18 |
Profitability (%) | 62.3188 | 65.7143 | 58.8235 | 55.0725 | 62.8571 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.2488 | 1.0778 | 0.1427 | 0.7596 | 0.8943 | 0.6885 |
Largest Winning Trade | 60616 | 60616 | 48391 | 20398827 | 20398827 | 15874307 |
Largest Losing Trade | -1488737 | -38319 | -1488737 | -18550301 | -10515382 | -18550301 |
Avg Bars in Trades | 60 | 63 | 58 | 60 | 63 | 58 |
Avg Bars in Winners | 40 | 36 | 44 | 63 | 74 | 47 |
Avg Bars in Losers | 94 | 114 | 77 | 57 | 43 | 67 |
Bars Traded | 4185 | 2208 | 1977 | 4185 | 2208 | 1977 |
Profit Streak | 0 | 0 | 0 | 57.982 | 57.982 | 118.482 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685180 | -216649 | -579651 | -684663 | 388605 | -580980 |
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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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