Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1717830.4057 | -7905.7047 | -1709924.7011 | -77451300.5859 | 19254473.3887 | -96705773.9746 |
Total P&L (%) | -1717.8304 | -7.9057 | -1709.9247 | -77451.3006 | 19254.4734 | -96705.774 |
Avg Daily Profit (%) | -0.9456 | -0.0044 | -0.9413 | 0 | 0.2903 | 0 |
Buy And Hold Return (%) | 687.166 | 687.166 | 687.166 | 687.166 | 687.166 | 687.166 |
Max Trade Drawdown | -1743646 | -21100 | -1743767 | -134292007 | -2537209 | -140665307 |
Profit Factor | 0.1832 | 0.8361 | 0.1679 | 0.5392 | 4.3755 | 0.4044 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 47 | 23 | 24 | 44 | 24 | 20 |
Losing Trades | 18 | 10 | 8 | 21 | 9 | 12 |
Profitability (%) | 72.3077 | 69.697 | 75 | 67.6923 | 72.7273 | 62.5 |
Ratio Avg Win / Avg Loss | 0.0702 | 0.3635 | 0.056 | 0.2573 | 1.6408 | 0.2427 |
Largest Winning Trade | 69674 | 10430 | 69674 | 13942906 | 9069003 | 13942906 |
Largest Losing Trade | -851046 | -11985 | -851046 | -109497452 | -1584735 | -109497452 |
Avg Bars in Trades | 280 | 3 | 565 | 280 | 3 | 565 |
Avg Bars in Winners | 149 | 2 | 290 | 169 | 2 | 370 |
Avg Bars in Losers | 621 | 4 | 1392 | 511 | 3 | 892 |
Bars Traded | 18210 | 101 | 18109 | 18210 | 101 | 18109 |
Profit Streak | 0 | 0 | 222.5793 | 222.4126 | 322.2459 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713886 | -577971 | -576978 | -713893 | 731224 | -579190 |
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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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