Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1922490.3806 | 233804.1269 | -2156294.5075 | -20770223.4161 | 26309939.8304 | -47080163.2465 |
Total P&L (%) | -1922.4904 | 233.8041 | -2156.2945 | -20770.2234 | 26309.9398 | -47080.1632 |
Avg Daily Profit (%) | -0.864 | 0.1051 | -0.9691 | 0 | 0.2509 | 0 |
Buy And Hold Return (%) | 271.4236 | 271.4236 | 271.4236 | 271.4236 | 271.4236 | 271.4236 |
Max Trade Drawdown | -2324702 | -106444 | -2332113 | -95680492 | -39338771 | -65297092 |
Profit Factor | 0.2825 | 2.2218 | 0.1333 | 0.8973 | 1.3715 | 0.642 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 44 | 23 | 21 | 31 | 17 | 14 |
Losing Trades | 25 | 12 | 13 | 38 | 18 | 20 |
Profitability (%) | 63.7681 | 65.7143 | 61.7647 | 44.9275 | 48.5714 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.1605 | 1.1592 | 0.0825 | 1.1 | 1.4522 | 0.9172 |
Largest Winning Trade | 65730 | 65730 | 53774 | 41077673 | 41077673 | 30491620 |
Largest Losing Trade | -2323126 | -50420 | -2323126 | -21672551 | -16566752 | -21672551 |
Avg Bars in Trades | 121 | 129 | 113 | 121 | 129 | 113 |
Avg Bars in Winners | 73 | 68 | 80 | 160 | 217 | 90 |
Avg Bars in Losers | 206 | 247 | 168 | 90 | 46 | 130 |
Bars Traded | 8410 | 4538 | 3872 | 8410 | 4538 | 3872 |
Profit Streak | 114.578 | 114.578 | 138.828 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -683531 | -211979 | -577887 | -687361 | 303430 | -584226 |
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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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