Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2323121.8647 | 148439.3366 | -2471561.2013 | 4428568.1172 | 68256123.4597 | -63827555.3426 |
Total P&L (%) | -2323.1219 | 148.4393 | -2471.5612 | 4428.5681 | 68256.1235 | -63827.5553 |
Avg Daily Profit (%) | -1.1369 | 0.0726 | -1.2096 | 0.1868 | 0.32 | 0 |
Buy And Hold Return (%) | 3099.4511 | 3099.4511 | 3099.4511 | 3099.4511 | 3099.4511 | 3099.4511 |
Max Trade Drawdown | -2443876 | -97017 | -2532971 | -188464514 | -79126498 | -250828521 |
Profit Factor | 0.2584 | 1.5602 | 0.1381 | 1.0112 | 1.7473 | 0.7911 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 36 | 16 | 20 | 30 | 16 | 14 |
Losing Trades | 25 | 14 | 11 | 31 | 14 | 17 |
Profitability (%) | 59.0164 | 53.3333 | 64.5161 | 49.1803 | 53.3333 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.1795 | 1.3651 | 0.076 | 1.0449 | 1.5289 | 0.9606 |
Largest Winning Trade | 73398 | 73398 | 63198 | 201542394 | 84831793 | 201542394 |
Largest Losing Trade | -1648977 | -56830 | -1648977 | -134865301 | -43018211 | -134865301 |
Avg Bars in Trades | 94 | 88 | 100 | 94 | 88 | 100 |
Avg Bars in Winners | 68 | 82 | 57 | 86 | 94 | 78 |
Avg Bars in Losers | 132 | 95 | 179 | 101 | 81 | 118 |
Bars Traded | 5763 | 2647 | 3116 | 5763 | 2647 | 3116 |
Profit Streak | 0 | 396.4098 | 0 | 0 | 396.4098 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745608 | -259078 | -578936 | -399011 | 480450 | -582699 |
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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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