Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2617180.4102 | 148653.3704 | -2765833.7806 | -2225353.5579 | 115881306.0565 | -118106659.6145 |
Total P&L (%) | -2617.1804 | 148.6534 | -2765.8338 | -2225.3536 | 115881.3061 | -118106.6596 |
Avg Daily Profit (%) | -1.2808 | 0.0728 | -1.3536 | 0 | 0.3459 | 0 |
Buy And Hold Return (%) | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 |
Max Trade Drawdown | -2790715 | -134813 | -2877293 | -712989227 | -277716582 | -435272645 |
Profit Factor | 0.2707 | 1.343 | 0.1234 | 0.9976 | 1.3142 | 0.7847 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 20 | 23 | 35 | 18 | 17 |
Losing Trades | 29 | 16 | 13 | 37 | 18 | 19 |
Profitability (%) | 59.7222 | 55.5556 | 63.8889 | 48.6111 | 50 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.1825 | 1.0744 | 0.0697 | 1.0546 | 1.3142 | 0.877 |
Largest Winning Trade | 174739 | 174739 | 56331 | 190015299 | 187924199 | 190015299 |
Largest Losing Trade | -1374510 | -69953 | -1374510 | -435272645 | -236474542 | -435272645 |
Avg Bars in Trades | 82 | 84 | 80 | 82 | 84 | 80 |
Avg Bars in Winners | 41 | 40 | 42 | 78 | 85 | 71 |
Avg Bars in Losers | 143 | 139 | 147 | 86 | 83 | 88 |
Bars Traded | 5958 | 3049 | 2909 | 5958 | 3049 | 2909 |
Profit Streak | 0 | 434.0121 | 0 | 323.0121 | 0 | 386.6788 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -663017 | -259179 | -578979 | -662841 | 340323 | -580896 |
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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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