Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2064417.9314 | 117706.0952 | -2182124.0265 | -9139792.182 | 30832076.3413 | -39971868.5232 |
Total P&L (%) | -2064.4179 | 117.7061 | -2182.124 | -9139.7922 | 30832.0763 | -39971.8685 |
Avg Daily Profit (%) | -0.9092 | 0.0518 | -0.961 | 0 | 0.2529 | 0 |
Buy And Hold Return (%) | 10413.9401 | 10413.9401 | 10413.9401 | 10413.9401 | 10413.9401 | 10413.9401 |
Max Trade Drawdown | -2141227 | -66555 | -2209248 | -74999088 | -9070911 | -78277069 |
Profit Factor | 0.1917 | 1.8874 | 0.0989 | 0.9115 | 2.8583 | 0.5388 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 21 | 16 | 36 | 20 | 16 |
Losing Trades | 31 | 13 | 18 | 32 | 14 | 18 |
Profitability (%) | 54.4118 | 61.7647 | 47.0588 | 52.9412 | 58.8235 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.1606 | 1.1684 | 0.1112 | 0.8102 | 2.0008 | 0.6061 |
Largest Winning Trade | 40837 | 40837 | 37218 | 9946920 | 9837955 | 9946920 |
Largest Losing Trade | -1861850 | -40566 | -1861850 | -34209315 | -9070911 | -34209315 |
Avg Bars in Trades | 88 | 70 | 106 | 88 | 70 | 106 |
Avg Bars in Winners | 58 | 41 | 79 | 75 | 62 | 91 |
Avg Bars in Losers | 125 | 117 | 130 | 103 | 82 | 119 |
Bars Traded | 6022 | 2403 | 3619 | 6022 | 2403 | 3619 |
Profit Streak | 0 | 0 | 0 | 275.3937 | 381.0604 | 0 |
Trades During Streak | 0 | 0 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -693705 | -285487 | -581939 | -693307 | 464050 | -581939 |
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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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