Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2984591.1332 | 75426.1848 | -3060017.318 | -3087144.4751 | 145561752.1993 | -148648896.6744 |
Total P&L (%) | -2984.5911 | 75.4262 | -3060.0173 | -3087.1445 | 145561.7522 | -148648.8967 |
Avg Daily Profit (%) | -1.4605 | 0.0369 | -1.4974 | 0 | 0.3571 | 0 |
Buy And Hold Return (%) | 3924.1657 | 3924.1657 | 3924.1657 | 3924.1657 | 3924.1657 | 3924.1657 |
Max Trade Drawdown | -3098025 | -115301 | -3114099 | -249278821 | -52289679 | -263519041 |
Profit Factor | 0.1951 | 1.2214 | 0.0912 | 0.9915 | 2.6336 | 0.4538 |
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 | 0.1549 | 1.0687 | 0.0659 | 1.1685 | 2.6336 | 0.6284 |
Largest Winning Trade | 157409 | 157409 | 68887 | 118113137 | 118113137 | 75821605 |
Largest Losing Trade | -1573268 | -73749 | -1573268 | -181891903 | -28794990 | -181891903 |
Avg Bars in Trades | 61 | 67 | 55 | 61 | 67 | 55 |
Avg Bars in Winners | 37 | 47 | 27 | 79 | 94 | 62 |
Avg Bars in Losers | 92 | 90 | 94 | 46 | 40 | 51 |
Bars Traded | 3756 | 2030 | 1726 | 3756 | 2030 | 1726 |
Profit Streak | 308.9422 | 394.9422 | 308.9422 | 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 | -308042 | -579184 | -746704 | 516803 | -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) |
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