Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2539531.8418 | 7194.2489 | -2546726.0907 | -134684.1932 | 18089131.6744 | -18223815.8677 |
Total P&L (%) | -2539.5318 | 7.1942 | -2546.7261 | -134.6842 | 18089.1317 | -18223.8159 |
Avg Daily Profit (%) | -1.2429 | 0.0035 | -1.2464 | 0 | 0.255 | 0 |
Buy And Hold Return (%) | 3071.8821 | 3071.8821 | 3071.8821 | 3071.8821 | 3071.8821 | 3071.8821 |
Max Trade Drawdown | -2697309 | -184357 | -2615762 | -33842521 | -5648916 | -28302752 |
Profit Factor | 0.1996 | 1.0193 | 0.0906 | 0.9966 | 3.4867 | 0.4285 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 39 | 19 | 20 | 33 | 15 | 18 |
Losing Trades | 32 | 16 | 16 | 38 | 20 | 18 |
Profitability (%) | 54.9296 | 54.2857 | 55.5556 | 46.4789 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 0.1637 | 0.8584 | 0.0725 | 1.1476 | 4.649 | 0.4285 |
Largest Winning Trade | 51397 | 51397 | 39261 | 12858447 | 12858447 | 5149577 |
Largest Losing Trade | -1529775 | -74808 | -1529775 | -28302752 | -2957712 | -28302752 |
Avg Bars in Trades | 105 | 116 | 95 | 105 | 116 | 95 |
Avg Bars in Winners | 46 | 54 | 39 | 125 | 152 | 103 |
Avg Bars in Losers | 177 | 189 | 166 | 88 | 88 | 88 |
Bars Traded | 7511 | 4060 | 3451 | 7511 | 4060 | 3451 |
Profit Streak | 0 | 398.0465 | 0 | 307.0465 | 0 | 309.0465 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -671138 | -552928 | -580059 | -671170 | 419352 | -580192 |
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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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