Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2000394.7429 | 338483.7741 | -2338878.517 | -1360332.699 | 25466155.1961 | -26826487.8951 |
Total P&L (%) | -2000.3947 | 338.4838 | -2338.8785 | -1360.3327 | 25466.1552 | -26826.4879 |
Avg Daily Profit (%) | -0.9789 | 0.1656 | -1.1445 | 0 | 0.2717 | 0 |
Buy And Hold Return (%) | 5513.1621 | 5513.1621 | 5513.1621 | 5513.1621 | 5513.1621 | 5513.1621 |
Max Trade Drawdown | -2296160 | -159291 | -2342450 | -178168980 | -54362065 | -131973275 |
Profit Factor | 0.3373 | 2.0253 | 0.13 | 0.9941 | 1.4281 | 0.842 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 18 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 15 | 17 |
Profitability (%) | 51.5152 | 48.4848 | 54.5455 | 51.5152 | 54.5455 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.3174 | 2.1519 | 0.1083 | 0.9356 | 1.1901 | 0.8946 |
Largest Winning Trade | 283870 | 283870 | 45100 | 86864215 | 28364376 | 86864215 |
Largest Losing Trade | -1632273 | -79596 | -1632273 | -123806914 | -54362065 | -123806914 |
Avg Bars in Trades | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Winners | 39 | 36 | 41 | 58 | 60 | 55 |
Avg Bars in Losers | 74 | 77 | 72 | 54 | 53 | 55 |
Bars Traded | 3719 | 1886 | 1833 | 3719 | 1886 | 1833 |
Profit Streak | 0 | 0 | 0 | 335.613 | 335.613 | 389.613 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -709081 | -155215 | -580213 | -707737 | 323864 | -580051 |
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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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