Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1350757.3177 | 269669.3913 | -1620426.709 | -20891723.8793 | 95536034.5139 | -116427758.3931 |
Total P&L (%) | -1350.7573 | 269.6694 | -1620.4267 | -20891.7239 | 95536.0345 | -116427.7584 |
Avg Daily Profit (%) | -0.5979 | 0.1194 | -0.7173 | 0 | 0.3043 | 0 |
Buy And Hold Return (%) | 9847.0746 | 9847.0746 | 9847.0746 | 9847.0746 | 9847.0746 | 9847.0746 |
Max Trade Drawdown | -1610921 | -73524 | -1703110 | -258609703 | -44355813 | -260203077 |
Profit Factor | 0.3663 | 2.3719 | 0.1625 | 0.9477 | 1.8594 | 0.5958 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 45 | 22 | 23 | 46 | 19 | 27 |
Losing Trades | 27 | 14 | 13 | 26 | 17 | 9 |
Profitability (%) | 62.5 | 61.1111 | 63.8889 | 63.8889 | 52.7778 | 75 |
Ratio Avg Win / Avg Loss | 0.2198 | 1.5094 | 0.0918 | 0.5356 | 1.6637 | 0.1986 |
Largest Winning Trade | 99810 | 99810 | 54200 | 30227131 | 30227131 | 28682862 |
Largest Losing Trade | -1194841 | -48791 | -1194841 | -135063210 | -24834602 | -135063210 |
Avg Bars in Trades | 59 | 64 | 53 | 59 | 64 | 53 |
Avg Bars in Winners | 44 | 52 | 36 | 51 | 65 | 41 |
Avg Bars in Losers | 84 | 83 | 84 | 73 | 63 | 92 |
Bars Traded | 4260 | 2324 | 1936 | 4260 | 2324 | 1936 |
Profit Streak | 32.9506 | 131.9506 | 0 | 0 | 0 | 229.9506 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662116 | -192500 | -578979 | -662477 | 461372 | -576566 |
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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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