Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3521161.3066 | -82748.1335 | -3438413.1732 | -100422.4619 | 8488321.7446 | -8588744.2065 |
Total P&L (%) | -3521.1613 | -82.7481 | -3438.4132 | -100.4225 | 8488.3217 | -8588.7442 |
Avg Daily Profit (%) | -1.7233 | -0.0405 | -1.6828 | 0 | 0.2182 | 0 |
Buy And Hold Return (%) | 3747.0847 | 3747.0847 | 3747.0847 | 3747.0847 | 3747.0847 | 3747.0847 |
Max Trade Drawdown | -3640845 | -206001 | -3503880 | -10751597 | -691408 | -11546411 |
Profit Factor | 0.1507 | 0.7946 | 0.0814 | 0.9924 | 7.8324 | 0.2866 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 48 | 23 | 25 | 38 | 19 | 19 |
Losing Trades | 21 | 11 | 10 | 31 | 15 | 16 |
Profitability (%) | 69.5652 | 67.6471 | 71.4286 | 55.0725 | 55.8824 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.0659 | 0.38 | 0.0326 | 0.8096 | 6.1834 | 0.2413 |
Largest Winning Trade | 48429 | 48429 | 31957 | 5349257 | 5349257 | 1801727 |
Largest Losing Trade | -2053582 | -77452 | -2053582 | -10060188 | -691408 | -10060188 |
Avg Bars in Trades | 112 | 116 | 108 | 112 | 116 | 108 |
Avg Bars in Winners | 49 | 56 | 43 | 105 | 122 | 88 |
Avg Bars in Losers | 256 | 241 | 272 | 120 | 108 | 132 |
Bars Traded | 7762 | 3961 | 3801 | 7762 | 3961 | 3801 |
Profit Streak | 0 | 402.3873 | 0 | 307.3873 | 0 | 315.3873 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684241 | -577167 | -578009 | -685532 | 444475 | -579644 |
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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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