Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -843581.756 | 111706.3322 | -955288.0882 | -10321656.8847 | 19596334.9578 | -29917991.8425 |
Total P&L (%) | -843.5818 | 111.7063 | -955.2881 | -10321.6569 | 19596.335 | -29917.9918 |
Avg Daily Profit (%) | -0.4625 | 0.0612 | -0.5237 | 0 | 0.2901 | 0 |
Buy And Hold Return (%) | 793.672 | 793.672 | 793.672 | 793.672 | 793.672 | 793.672 |
Max Trade Drawdown | -917603 | -62290 | -1009330 | -61234624 | -1676715 | -66217843 |
Profit Factor | 0.4293 | 2.4257 | 0.3175 | 0.8889 | 5.463 | 0.6618 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 39 | 20 | 19 | 32 | 18 | 14 |
Losing Trades | 22 | 11 | 11 | 29 | 13 | 16 |
Profitability (%) | 63.9344 | 64.5161 | 63.3333 | 52.459 | 58.0645 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2422 | 1.3341 | 0.1838 | 0.8055 | 3.9455 | 0.7564 |
Largest Winning Trade | 66486 | 41442 | 66486 | 18348233 | 6373035 | 18348233 |
Largest Losing Trade | -546368 | -17229 | -546368 | -58293879 | -1262916 | -58293879 |
Avg Bars in Trades | 55 | 7 | 105 | 55 | 7 | 105 |
Avg Bars in Winners | 47 | 6 | 90 | 57 | 7 | 121 |
Avg Bars in Losers | 69 | 7 | 131 | 53 | 5 | 91 |
Bars Traded | 3385 | 219 | 3166 | 3385 | 219 | 3166 |
Profit Streak | 0 | 0 | 157.8229 | 82.3229 | 96.8229 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744971 | -271296 | -578132 | -745901 | 676251 | -582121 |
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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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