Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3634429.3191 | 319720.8583 | -3954150.1774 | 9453924.8702 | -90450370.369 | 99904295.2392 |
Total P&L (%) | -3634.4293 | 319.7209 | -3954.1502 | 9453.9249 | -90450.3704 | 99904.2952 |
Avg Daily Profit (%) | -1.6074 | 0.1414 | -1.7489 | 0.2019 | 0 | 0.306 |
Buy And Hold Return (%) | 10839.3698 | 10839.3698 | 10839.3698 | 10839.3698 | 10839.3698 | 10839.3698 |
Max Trade Drawdown | -4001287 | -57189 | -4009337 | -192786244 | -134376798 | -62072001 |
Profit Factor | 0.1718 | 2.6853 | 0.0582 | 1.0332 | 0.5643 | 2.2892 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 19 | 18 | 33 | 18 | 15 |
Losing Trades | 26 | 13 | 13 | 30 | 14 | 16 |
Profitability (%) | 58.7302 | 59.375 | 58.0645 | 52.381 | 56.25 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.1207 | 1.8373 | 0.042 | 0.9392 | 0.4389 | 2.4418 |
Largest Winning Trade | 105088 | 105088 | 35347 | 134630089 | 40172635 | 134630089 |
Largest Losing Trade | -4001287 | -39085 | -4001287 | -94694554 | -94694554 | -13102171 |
Avg Bars in Trades | 103 | 107 | 99 | 103 | 107 | 99 |
Avg Bars in Winners | 105 | 106 | 104 | 87 | 104 | 66 |
Avg Bars in Losers | 99 | 107 | 92 | 120 | 110 | 130 |
Bars Traded | 6503 | 3430 | 3073 | 6503 | 3430 | 3073 |
Profit Streak | 58.1962 | 96.5295 | 0 | 58.1962 | 96.5295 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730085 | -163176 | -579772 | -493571 | -579440 | 454851 |
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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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