Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1984917.6287 | 318414.2549 | -2303331.8836 | -178858662.5253 | 82239593.7976 | -261098256.3228 |
Total P&L (%) | -1984.9176 | 318.4143 | -2303.3319 | -178858.6625 | 82239.5938 | -261098.2563 |
Avg Daily Profit (%) | -0.8796 | 0.1411 | -1.0208 | 0 | 0.298 | 0 |
Buy And Hold Return (%) | 10497.1401 | 10497.1401 | 10497.1401 | 10497.1401 | 10497.1401 | 10497.1401 |
Max Trade Drawdown | -2300971 | -76882 | -2407573 | -422707450 | -82407909 | -383931603 |
Profit Factor | 0.2754 | 3.5649 | 0.1192 | 0.6976 | 1.4692 | 0.3726 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 47 | 24 | 23 | 44 | 22 | 22 |
Losing Trades | 17 | 8 | 9 | 20 | 10 | 10 |
Profitability (%) | 73.4375 | 75 | 71.875 | 68.75 | 68.75 | 68.75 |
Ratio Avg Win / Avg Loss | 0.0996 | 1.1883 | 0.0467 | 0.3171 | 0.6678 | 0.1694 |
Largest Winning Trade | 72760 | 72760 | 38848 | 66586192 | 66586192 | 32295454 |
Largest Losing Trade | -2156270 | -42262 | -2156270 | -282514086 | -75286729 | -282514086 |
Avg Bars in Trades | 131 | 136 | 126 | 131 | 136 | 126 |
Avg Bars in Winners | 93 | 97 | 89 | 109 | 121 | 97 |
Avg Bars in Losers | 235 | 253 | 220 | 179 | 169 | 189 |
Bars Traded | 8414 | 4376 | 4038 | 8414 | 4376 | 4038 |
Profit Streak | 121.9687 | 121.9687 | 237.2187 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720281 | -161032 | -577384 | -721847 | 386074 | -578379 |
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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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