Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2130224.5077 | 153407.5072 | -2283632.0149 | -26769085.0406 | 54473837.601 | -81242922.6416 |
Total P&L (%) | -2130.2245 | 153.4075 | -2283.632 | -26769.085 | 54473.8376 | -81242.9226 |
Avg Daily Profit (%) | -0.9386 | 0.0676 | -1.0062 | 0 | 0.2781 | 0 |
Buy And Hold Return (%) | 10723.1633 | 10723.1633 | 10723.1633 | 10723.1633 | 10723.1633 | 10723.1633 |
Max Trade Drawdown | -2277217 | -64282 | -2318344 | -145482356 | -9814742 | -143533705 |
Profit Factor | 0.2029 | 2.1364 | 0.1 | 0.8564 | 2.8442 | 0.4822 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 44 | 24 | 20 | 43 | 23 | 20 |
Losing Trades | 13 | 5 | 8 | 14 | 6 | 8 |
Profitability (%) | 77.193 | 82.7586 | 71.4286 | 75.4386 | 79.3103 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.0599 | 0.4451 | 0.04 | 0.2788 | 0.742 | 0.1929 |
Largest Winning Trade | 39478 | 39478 | 29719 | 20209848 | 20209848 | 12531891 |
Largest Losing Trade | -1908178 | -44668 | -1908178 | -72325766 | -9814742 | -72325766 |
Avg Bars in Trades | 73 | 77 | 68 | 73 | 77 | 68 |
Avg Bars in Winners | 41 | 48 | 33 | 47 | 57 | 35 |
Avg Bars in Losers | 182 | 220 | 158 | 153 | 156 | 151 |
Bars Traded | 4189 | 2258 | 1930 | 4189 | 2258 | 1930 |
Profit Streak | 135.9104 | 135.9104 | 254.9104 | 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 | -755792 | -262500 | -598465 | -756980 | 497560 | -599055 |
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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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