Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2650356.6805 | 40932.2025 | -2691288.883 | -220850.322 | 60462720.0214 | -60683570.3434 |
Total P&L (%) | -2650.3567 | 40.9322 | -2691.2889 | -220.8503 | 60462.72 | -60683.5703 |
Avg Daily Profit (%) | -1.297 | 0.02 | -1.317 | 0 | 0.314 | 0 |
Buy And Hold Return (%) | 3975.7576 | 3975.7576 | 3975.7576 | 3975.7576 | 3975.7576 | 3975.7576 |
Max Trade Drawdown | -2784321 | -126960 | -2778813 | -204094259 | -81250044 | -181612318 |
Profit Factor | 0.2402 | 1.0955 | 0.1204 | 0.9994 | 1.3819 | 0.6945 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 40 | 19 | 21 | 32 | 16 | 16 |
Losing Trades | 33 | 17 | 16 | 41 | 20 | 21 |
Profitability (%) | 54.7945 | 52.7778 | 56.7568 | 43.8356 | 44.4444 | 43.2432 |
Ratio Avg Win / Avg Loss | 0.1981 | 0.9802 | 0.0917 | 1.2805 | 1.7273 | 0.9115 |
Largest Winning Trade | 62013 | 62013 | 52749 | 101752035 | 101752035 | 63430913 |
Largest Losing Trade | -1344628 | -69128 | -1344628 | -101055625 | -49749181 | -101055625 |
Avg Bars in Trades | 53 | 49 | 58 | 53 | 49 | 58 |
Avg Bars in Winners | 34 | 33 | 35 | 62 | 63 | 61 |
Avg Bars in Losers | 77 | 67 | 88 | 47 | 38 | 55 |
Bars Traded | 3929 | 1778 | 2151 | 3929 | 1778 | 2151 |
Profit Streak | 336.4659 | 336.4659 | 348.9659 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654812 | -448039 | -578931 | -657786 | 307608 | -583400 |
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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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