Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2952132.5903 | -94844.6684 | -2857287.9219 | -120603.138 | 27111664.4698 | -27232267.6078 |
Total P&L (%) | -2952.1326 | -94.8447 | -2857.2879 | -120.6031 | 27111.6645 | -27232.2676 |
Avg Daily Profit (%) | -1.4452 | -0.0464 | -1.3988 | 0 | 0.2748 | 0 |
Buy And Hold Return (%) | 2525.3754 | 2525.3754 | 2525.3754 | 2525.3754 | 2525.3754 | 2525.3754 |
Max Trade Drawdown | -3008590 | -230557 | -2937599 | -39312424 | -3541949 | -37593380 |
Profit Factor | 0.1749 | 0.7837 | 0.0899 | 0.9973 | 6.1886 | 0.3196 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 42 | 18 | 24 | 34 | 17 | 17 |
Losing Trades | 27 | 16 | 11 | 35 | 17 | 18 |
Profitability (%) | 60.8696 | 52.9412 | 68.5714 | 49.2754 | 50 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.1124 | 0.6966 | 0.0412 | 1.0267 | 6.1886 | 0.3384 |
Largest Winning Trade | 60177 | 60177 | 24808 | 13813183 | 13813183 | 6307601 |
Largest Losing Trade | -1561823 | -74779 | -1561823 | -35770475 | -3541949 | -35770475 |
Avg Bars in Trades | 173 | 190 | 157 | 173 | 190 | 157 |
Avg Bars in Winners | 72 | 67 | 76 | 165 | 191 | 138 |
Avg Bars in Losers | 330 | 328 | 333 | 181 | 189 | 174 |
Bars Traded | 11986 | 6478 | 5508 | 11986 | 6478 | 5508 |
Profit Streak | 0 | 402.2065 | 0 | 322.5399 | 0 | 388.3732 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685368 | -579451 | -578380 | -685083 | 618782 | -580379 |
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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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