Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2925972.1254 | 90902.4289 | -3016874.5543 | -4027675.6832 | 175903363.9615 | -179931039.6446 |
Total P&L (%) | -2925.9721 | 90.9024 | -3016.8746 | -4027.6757 | 175903.364 | -179931.0396 |
Avg Daily Profit (%) | -1.4318 | 0.0445 | -1.4763 | 0 | 0.3664 | 0 |
Buy And Hold Return (%) | 3721.8579 | 3721.8579 | 3721.8579 | 3721.8579 | 3721.8579 | 3721.8579 |
Max Trade Drawdown | -3058346 | -114660 | -3079965 | -296011600 | -57890217 | -319290232 |
Profit Factor | 0.2043 | 1.2676 | 0.096 | 0.9907 | 2.7261 | 0.454 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 34 | 16 | 18 | 28 | 15 | 13 |
Losing Trades | 27 | 14 | 13 | 33 | 15 | 18 |
Profitability (%) | 55.7377 | 53.3333 | 58.0645 | 45.9016 | 50 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.1622 | 1.1091 | 0.0693 | 1.1676 | 2.7261 | 0.6286 |
Largest Winning Trade | 157409 | 157409 | 68887 | 141993549 | 141993549 | 94385150 |
Largest Losing Trade | -1535382 | -73108 | -1535382 | -215991527 | -34193242 | -215991527 |
Avg Bars in Trades | 61 | 67 | 55 | 61 | 67 | 55 |
Avg Bars in Winners | 36 | 48 | 27 | 79 | 95 | 61 |
Avg Bars in Losers | 92 | 90 | 94 | 46 | 40 | 50 |
Bars Traded | 3755 | 2035 | 1719 | 3755 | 2035 | 1719 |
Profit Streak | 306.9388 | 392.9388 | 306.9388 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745066 | -297661 | -579184 | -746704 | 526088 | -583954 |
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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) |
---|