Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2818485.4424 | -79138.5174 | -2739346.9251 | -588462.9967 | -18667850.0977 | 18079387.101 |
Total P&L (%) | -2818.4854 | -79.1385 | -2739.3469 | -588.463 | -18667.8501 | 18079.3871 |
Avg Daily Profit (%) | -1.5053 | -0.0423 | -1.4631 | 0 | 0 | 0.2783 |
Buy And Hold Return (%) | 7768.3587 | 7768.3587 | 7768.3587 | 7768.3587 | 7768.3587 | 7768.3587 |
Max Trade Drawdown | -2865440 | -150689 | -2771706 | -22126002 | -19696916 | -4614926 |
Profit Factor | 0.11 | 0.6902 | 0.0591 | 0.9823 | 0.2 | 2.8104 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 59 | 29 | 30 | 41 | 18 | 23 |
Losing Trades | 28 | 14 | 14 | 46 | 25 | 21 |
Profitability (%) | 67.8161 | 67.4419 | 68.1818 | 47.1264 | 41.8605 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.0522 | 0.3332 | 0.0276 | 1.1021 | 0.2777 | 2.5661 |
Largest Winning Trade | 17021 | 17021 | 12780 | 23062328 | 1353767 | 23062328 |
Largest Losing Trade | -1888546 | -62918 | -1888546 | -10725166 | -10725166 | -2967621 |
Avg Bars in Trades | 61 | 56 | 65 | 61 | 56 | 65 |
Avg Bars in Winners | 23 | 29 | 18 | 52 | 39 | 61 |
Avg Bars in Losers | 139 | 113 | 166 | 69 | 69 | 69 |
Bars Traded | 5323 | 2444 | 2879 | 5323 | 2444 | 2879 |
Profit Streak | 0 | 161.7886 | 0 | 53.1219 | 0 | 105.4553 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577958 | -577112 | -578362 | -579433 | -583892 | 384306 |
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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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