Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1018054.6165 | 65932.6313 | -1083987.2478 | 46865095.6677 | 6504456.7379 | 40360638.9298 |
Total P&L (%) | -1018.0546 | 65.9326 | -1083.9872 | 46865.0957 | 6504.4567 | 40360.6389 |
Avg Daily Profit (%) | -0.4889 | 0.0317 | -0.5205 | 0.2959 | 0.2014 | 0.2887 |
Buy And Hold Return (%) | 124.3902 | 124.3902 | 124.3902 | 124.3902 | 124.3902 | 124.3902 |
Max Trade Drawdown | -1356148 | -23367 | -1353243 | -15484285 | -4578812 | -14997589 |
Profit Factor | 0.3356 | 2.358 | 0.2694 | 2.2066 | 1.6914 | 2.3712 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 66.6667 | 65.625 | 67.7419 | 66.6667 | 65.625 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.1678 | 1.2352 | 0.1283 | 1.1033 | 0.886 | 1.1292 |
Largest Winning Trade | 40657 | 23507 | 40657 | 6855577 | 5552502 | 6855577 |
Largest Losing Trade | -955484 | -15155 | -955484 | -9913979 | -2955674 | -9913979 |
Avg Bars in Trades | 384 | 6 | 775 | 384 | 6 | 775 |
Avg Bars in Winners | 200 | 5 | 396 | 256 | 5 | 507 |
Avg Bars in Losers | 752 | 7 | 1571 | 640 | 7 | 1336 |
Bars Traded | 24230 | 196 | 24034 | 24230 | 196 | 24034 |
Profit Streak | 0 | 0 | 235.761 | 0 | 0 | 235.761 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729617 | -310719 | -577163 | -136894 | 386918 | 569371 |
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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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