Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2348903.9319 | 125345.8934 | -2474249.8254 | -38342268.7059 | 40942987.9498 | -79285256.6558 |
Total P&L (%) | -2348.9039 | 125.3459 | -2474.2498 | -38342.2687 | 40942.988 | -79285.2567 |
Avg Daily Profit (%) | -1.0375 | 0.0554 | -1.0929 | 0 | 0.2661 | 0 |
Buy And Hold Return (%) | 10532.1102 | 10532.1102 | 10532.1102 | 10532.1102 | 10532.1102 | 10532.1102 |
Max Trade Drawdown | -2461209 | -53617 | -2504951 | -120713368 | -10984025 | -139420512 |
Profit Factor | 0.1871 | 1.9341 | 0.102 | 0.8041 | 2.2978 | 0.5172 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 39 | 20 | 19 | 38 | 21 | 17 |
Losing Trades | 24 | 12 | 12 | 25 | 11 | 14 |
Profitability (%) | 61.9048 | 62.5 | 61.2903 | 60.3175 | 65.625 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.1151 | 1.1605 | 0.0644 | 0.529 | 1.2036 | 0.4259 |
Largest Winning Trade | 36206 | 34764 | 36206 | 18253289 | 12797947 | 18253289 |
Largest Losing Trade | -2000270 | -29644 | -2000270 | -94514565 | -6698369 | -94514565 |
Avg Bars in Trades | 66 | 48 | 86 | 66 | 48 | 86 |
Avg Bars in Winners | 49 | 36 | 63 | 56 | 39 | 77 |
Avg Bars in Losers | 94 | 68 | 121 | 82 | 64 | 96 |
Bars Traded | 4212 | 1545 | 2667 | 4212 | 1545 | 2667 |
Profit Streak | 8.4899 | 142.4899 | 0 | 0 | 0 | 80.9899 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729563 | -279652 | -579354 | -730440 | 415356 | -579632 |
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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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