Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2798416.0705 | 324331.4308 | -3122747.5013 | -9811598.2356 | -86964176.8599 | 77152578.6243 |
Total P&L (%) | -2798.4161 | 324.3314 | -3122.7475 | -9811.5982 | -86964.1769 | 77152.5786 |
Avg Daily Profit (%) | -1.233 | 0.1429 | -1.3759 | 0 | 0 | 0.2934 |
Buy And Hold Return (%) | 9953.5829 | 9953.5829 | 9953.5829 | 9953.5829 | 9953.5829 | 9953.5829 |
Max Trade Drawdown | -3178432 | -56651 | -3220266 | -161728584 | -126496814 | -81585489 |
Profit Factor | 0.2228 | 3.3433 | 0.0981 | 0.9665 | 0.4885 | 1.6283 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 24 | 15 | 30 | 16 | 14 |
Losing Trades | 29 | 10 | 19 | 38 | 18 | 20 |
Profitability (%) | 57.3529 | 70.5882 | 44.1176 | 44.1176 | 47.0588 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.1657 | 1.393 | 0.1242 | 1.2242 | 0.5496 | 2.3261 |
Largest Winning Trade | 45529 | 43318 | 45529 | 51960260 | 41792587 | 51960260 |
Largest Losing Trade | -3150895 | -33363 | -3150895 | -47069004 | -47069004 | -28344147 |
Avg Bars in Trades | 92 | 76 | 107 | 92 | 76 | 107 |
Avg Bars in Winners | 102 | 81 | 135 | 70 | 67 | 74 |
Avg Bars in Losers | 79 | 66 | 85 | 109 | 85 | 130 |
Bars Traded | 6270 | 2614 | 3656 | 6270 | 2614 | 3656 |
Profit Streak | 0 | 0 | 0 | 132.8051 | 132.8051 | 185.4718 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -693324 | -160120 | -583082 | -694216 | -581370 | 326062 |
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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) |
---|