Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2141981.9612 | 170028.5377 | -2312010.4989 | -41438596.5287 | 45806101.8365 | -87244698.3652 |
Total P&L (%) | -2141.982 | 170.0285 | -2312.0105 | -41438.5965 | 45806.1018 | -87244.6984 |
Avg Daily Profit (%) | -0.9433 | 0.0749 | -1.0182 | 0 | 0.2703 | 0 |
Buy And Hold Return (%) | 10402.8 | 10402.8 | 10402.8 | 10402.8 | 10402.8 | 10402.8 |
Max Trade Drawdown | -2268497 | -56167 | -2355908 | -139778964 | -13245543 | -148268845 |
Profit Factor | 0.2131 | 2.2971 | 0.1077 | 0.7929 | 2.4612 | 0.4829 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 53 | 26 | 27 | 52 | 25 | 27 |
Losing Trades | 17 | 9 | 8 | 18 | 10 | 8 |
Profitability (%) | 75.7143 | 74.2857 | 77.1429 | 74.2857 | 71.4286 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.0684 | 0.7951 | 0.0319 | 0.2745 | 0.9845 | 0.1431 |
Largest Winning Trade | 47148 | 47148 | 30804 | 22080326 | 22080326 | 11663364 |
Largest Losing Trade | -1994361 | -45408 | -1994361 | -90477271 | -13245543 | -90477271 |
Avg Bars in Trades | 90 | 93 | 87 | 90 | 93 | 87 |
Avg Bars in Winners | 46 | 49 | 43 | 52 | 60 | 45 |
Avg Bars in Losers | 225 | 219 | 233 | 198 | 175 | 227 |
Bars Traded | 6308 | 3262 | 3046 | 6308 | 3262 | 3046 |
Profit Streak | 142.4679 | 142.4679 | 255.8013 | 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 | -674983 | -253438 | -576679 | -676129 | 412388 | -577269 |
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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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