Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2027017.2907 | 192487.1808 | -2219504.4715 | -11574643.6038 | 52835545.6413 | -64410189.2451 |
Total P&L (%) | -2027.0173 | 192.4872 | -2219.5045 | -11574.6436 | 52835.5456 | -64410.1892 |
Avg Daily Profit (%) | -0.8923 | 0.0847 | -0.977 | 0 | 0.2765 | 0 |
Buy And Hold Return (%) | 9759.2587 | 9759.2587 | 9759.2587 | 9759.2587 | 9759.2587 | 9759.2587 |
Max Trade Drawdown | -2160733 | -77792 | -2257955 | -119490295 | -7726453 | -125810841 |
Profit Factor | 0.233 | 2.7636 | 0.124 | 0.9328 | 3.9258 | 0.582 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 45 | 22 | 23 | 44 | 20 | 24 |
Losing Trades | 23 | 12 | 11 | 24 | 14 | 10 |
Profitability (%) | 66.1765 | 64.7059 | 67.6471 | 64.7059 | 58.8235 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.1191 | 1.5074 | 0.0593 | 0.5088 | 2.7481 | 0.2425 |
Largest Winning Trade | 48514 | 45245 | 48514 | 19032233 | 19032233 | 14809020 |
Largest Losing Trade | -1873711 | -54095 | -1873711 | -74774166 | -4192470 | -74774166 |
Avg Bars in Trades | 127 | 98 | 155 | 127 | 98 | 155 |
Avg Bars in Winners | 96 | 76 | 116 | 112 | 98 | 123 |
Avg Bars in Losers | 186 | 137 | 239 | 154 | 97 | 234 |
Bars Traded | 8637 | 3335 | 5302 | 8637 | 3335 | 5302 |
Profit Streak | 18.8111 | 146.0611 | 0 | 0 | 0 | 90.8111 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691620 | -237484 | -578507 | -692371 | 567631 | -577567 |
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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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