Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2058130.333 | 189230.7763 | -2247361.1093 | -19126332.5454 | 41289624.3615 | -60415956.9069 |
Total P&L (%) | -2058.1303 | 189.2308 | -2247.3611 | -19126.3325 | 41289.6244 | -60415.9569 |
Avg Daily Profit (%) | -0.9061 | 0.0833 | -0.9894 | 0 | 0.2656 | 0 |
Buy And Hold Return (%) | 10878.4291 | 10878.4291 | 10878.4291 | 10878.4291 | 10878.4291 | 10878.4291 |
Max Trade Drawdown | -2316102 | -83927 | -2307081 | -127088365 | -25423352 | -140855814 |
Profit Factor | 0.2254 | 2.1546 | 0.0986 | 0.9119 | 1.7617 | 0.6289 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 17 | 17 | 35 | 17 | 18 |
Losing Trades | 24 | 12 | 12 | 23 | 12 | 11 |
Profitability (%) | 58.6207 | 58.6207 | 58.6207 | 60.3448 | 58.6207 | 62.069 |
Ratio Avg Win / Avg Loss | 0.1591 | 1.5209 | 0.0696 | 0.5992 | 1.2435 | 0.3844 |
Largest Winning Trade | 104608 | 104608 | 26600 | 31750564 | 31750564 | 27917734 |
Largest Losing Trade | -1752409 | -44327 | -1752409 | -98124895 | -17264312 | -98124895 |
Avg Bars in Trades | 73 | 79 | 67 | 73 | 79 | 67 |
Avg Bars in Winners | 55 | 60 | 50 | 62 | 68 | 56 |
Avg Bars in Losers | 99 | 105 | 92 | 90 | 94 | 85 |
Bars Traded | 4263 | 2302 | 1961 | 4263 | 2302 | 1961 |
Profit Streak | 0 | 0 | 0 | 67.5981 | 67.5981 | 103.5981 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759160 | -242347 | -579715 | -757966 | 361612 | -578707 |
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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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