Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2000918.3825 | 152751.5033 | -2153669.8857 | -6453192.5227 | 62879751.0468 | -69332943.5695 |
Total P&L (%) | -2000.9184 | 152.7515 | -2153.6699 | -6453.1925 | 62879.751 | -69332.9436 |
Avg Daily Profit (%) | -0.8803 | 0.0672 | -0.9475 | 0 | 0.284 | 0 |
Buy And Hold Return (%) | 9665.574 | 9665.574 | 9665.574 | 9665.574 | 9665.574 | 9665.574 |
Max Trade Drawdown | -2102720 | -75741 | -2195743 | -123788422 | -10216443 | -131459221 |
Profit Factor | 0.2285 | 1.9468 | 0.1145 | 0.9618 | 3.5359 | 0.5189 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 19 | 16 | 36 | 17 | 19 |
Losing Trades | 31 | 14 | 17 | 30 | 16 | 14 |
Profitability (%) | 53.0303 | 57.5758 | 48.4848 | 54.5455 | 51.5152 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.2023 | 1.4345 | 0.1216 | 0.8015 | 3.3279 | 0.3824 |
Largest Winning Trade | 53083 | 46766 | 53083 | 20725969 | 20725969 | 17613696 |
Largest Losing Trade | -1759353 | -50252 | -1759353 | -82193176 | -7279233 | -82193176 |
Avg Bars in Trades | 63 | 45 | 82 | 63 | 45 | 82 |
Avg Bars in Winners | 57 | 39 | 78 | 69 | 50 | 86 |
Avg Bars in Losers | 70 | 53 | 85 | 57 | 40 | 76 |
Bars Traded | 4212 | 1500 | 2712 | 4212 | 1500 | 2712 |
Profit Streak | 78.6136 | 167.1136 | 0 | 0 | 0 | 257.1136 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708327 | -264856 | -581392 | -708688 | 551470 | -578468 |
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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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