Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3010587.9866 | 46313.6795 | -3056901.6662 | -3078843.2721 | 203698386.6369 | -206777229.909 |
Total P&L (%) | -3010.588 | 46.3137 | -3056.9017 | -3078.8433 | 203698.3866 | -206777.2299 |
Avg Daily Profit (%) | -1.4733 | 0.0227 | -1.4959 | 0 | 0.3736 | 0 |
Buy And Hold Return (%) | 4374.7281 | 4374.7281 | 4374.7281 | 4374.7281 | 4374.7281 | 4374.7281 |
Max Trade Drawdown | -3172582 | -84774 | -3142768 | -345558404 | -69332757 | -306870529 |
Profit Factor | 0.1729 | 1.1616 | 0.0884 | 0.9926 | 3.1494 | 0.3529 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 46 | 21 | 25 | 34 | 17 | 17 |
Losing Trades | 21 | 12 | 9 | 33 | 16 | 17 |
Profitability (%) | 68.6567 | 63.6364 | 73.5294 | 50.7463 | 51.5152 | 50 |
Ratio Avg Win / Avg Loss | 0.0789 | 0.6638 | 0.0318 | 0.9634 | 2.9641 | 0.3529 |
Largest Winning Trade | 39295 | 39295 | 24766 | 250542896 | 250542896 | 50924643 |
Largest Losing Trade | -2016653 | -82659 | -2016653 | -209724036 | -47510444 | -209724036 |
Avg Bars in Trades | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Winners | 18 | 22 | 15 | 68 | 77 | 59 |
Avg Bars in Losers | 138 | 121 | 160 | 43 | 38 | 48 |
Bars Traded | 3771 | 1930 | 1841 | 3771 | 1930 | 1841 |
Profit Streak | 268.3204 | 398.3204 | 268.3204 | 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 | -698389 | -369738 | -577156 | -701681 | 565602 | -580795 |
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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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