Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1943632.3378 | 273208.9534 | -2216841.2911 | -198004923.1936 | 60044364.4498 | -258049287.6434 |
Total P&L (%) | -1943.6323 | 273.209 | -2216.8413 | -198004.9232 | 60044.3645 | -258049.2876 |
Avg Daily Profit (%) | -0.8555 | 0.1203 | -0.9757 | 0 | 0.2821 | 0 |
Buy And Hold Return (%) | 9788.6322 | 9788.6322 | 9788.6322 | 9788.6322 | 9788.6322 | 9788.6322 |
Max Trade Drawdown | -2277032 | -43682 | -2326675 | -392432896 | -81081477 | -370415086 |
Profit Factor | 0.2724 | 2.9149 | 0.1234 | 0.6625 | 1.3924 | 0.4049 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 16 | 19 | 34 | 15 | 19 |
Losing Trades | 23 | 13 | 10 | 24 | 14 | 10 |
Profitability (%) | 60.3448 | 55.1724 | 65.5172 | 58.6207 | 51.7241 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.179 | 2.3684 | 0.0649 | 0.4676 | 1.2996 | 0.2131 |
Largest Winning Trade | 81598 | 81598 | 36840 | 38864929 | 37141112 | 38864929 |
Largest Losing Trade | -1873651 | -25231 | -1873651 | -278980643 | -41551134 | -278980643 |
Avg Bars in Trades | 110 | 111 | 109 | 110 | 111 | 109 |
Avg Bars in Winners | 94 | 94 | 93 | 102 | 112 | 93 |
Avg Bars in Losers | 135 | 131 | 141 | 122 | 109 | 140 |
Bars Traded | 6414 | 3226 | 3188 | 6414 | 3226 | 3188 |
Profit Streak | 131.9054 | 131.9054 | 214.5721 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757552 | -191109 | -577846 | -759160 | 323238 | -578821 |
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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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