Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5144936.727 | 195349.7706 | -5340286.4975 | -6114471.3062 | -50693289.0359 | 44578817.7297 |
Total P&L (%) | -5144.9367 | 195.3498 | -5340.2865 | -6114.4713 | -50693.289 | 44578.8177 |
Avg Daily Profit (%) | -2.2723 | 0.0863 | -2.3586 | 0 | 0 | 0.2699 |
Buy And Hold Return (%) | 9218.9788 | 9218.9788 | 9218.9788 | 9218.9788 | 9218.9788 | 9218.9788 |
Max Trade Drawdown | -5392984 | -29649 | -5400758 | -136718563 | -60760071 | -91080395 |
Profit Factor | 0.0952 | 3.2351 | 0.0462 | 0.9697 | 0.433 | 1.3973 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 24 | 19 | 32 | 16 | 16 |
Losing Trades | 21 | 8 | 13 | 32 | 16 | 16 |
Profitability (%) | 67.1875 | 75 | 59.375 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.0465 | 1.0784 | 0.0316 | 0.9697 | 0.433 | 1.3973 |
Largest Winning Trade | 60055 | 60055 | 33331 | 61824628 | 15361658 | 61824628 |
Largest Losing Trade | -5392984 | -29649 | -5392984 | -21329275 | -19089924 | -21329275 |
Avg Bars in Trades | 196 | 191 | 202 | 196 | 191 | 202 |
Avg Bars in Winners | 132 | 144 | 115 | 204 | 237 | 170 |
Avg Bars in Losers | 329 | 329 | 329 | 189 | 144 | 234 |
Bars Traded | 12595 | 6112 | 6483 | 12595 | 6112 | 6483 |
Profit Streak | 63.6874 | 93.1874 | 0 | 0 | 0 | 96.6874 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721490 | -234305 | -579595 | -724277 | -580810 | 315370 |
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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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