Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -763761.1686 | 371470.3301 | -1135231.4988 | -823511.9956 | 22705061.6394 | -23528573.635 |
Total P&L (%) | -763.7612 | 371.4703 | -1135.2315 | -823.512 | 22705.0616 | -23528.5736 |
Avg Daily Profit (%) | -0.3362 | 0.1635 | -0.4997 | 0 | 0.2393 | 0 |
Buy And Hold Return (%) | 8982.6069 | 8982.6069 | 8982.6069 | 8982.6069 | 8982.6069 | 8982.6069 |
Max Trade Drawdown | -1172536 | -75629 | -1253502 | -37403333 | -8201880 | -38439556 |
Profit Factor | 0.5183 | 3.6526 | 0.2146 | 0.9841 | 3.1991 | 0.4318 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 36 | 19 | 17 | 38 | 20 | 18 |
Losing Trades | 23 | 10 | 13 | 21 | 9 | 12 |
Profitability (%) | 61.0169 | 65.5172 | 56.6667 | 64.4068 | 68.9655 | 60 |
Ratio Avg Win / Avg Loss | 0.3311 | 1.9224 | 0.1641 | 0.5438 | 1.4396 | 0.2878 |
Largest Winning Trade | 107900 | 107900 | 62814 | 10025768 | 10025768 | 3528522 |
Largest Losing Trade | -695102 | -48463 | -695102 | -36827608 | -6386481 | -36827608 |
Avg Bars in Trades | 73 | 83 | 63 | 73 | 83 | 63 |
Avg Bars in Winners | 71 | 71 | 72 | 70 | 72 | 67 |
Avg Bars in Losers | 76 | 107 | 52 | 79 | 107 | 58 |
Bars Traded | 4339 | 2425 | 1914 | 4339 | 2425 | 1914 |
Profit Streak | 0 | 0 | 0 | 48.2854 | 48.2854 | 94.2854 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758849 | -149705 | -579961 | -756992 | 461171 | -578570 |
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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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