Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1688929.7052 | 290844.6417 | -1979774.347 | -63309797.6582 | 73081212.4562 | -136391010.1144 |
Total P&L (%) | -1688.9297 | 290.8446 | -1979.7743 | -63309.7977 | 73081.2125 | -136391.0101 |
Avg Daily Profit (%) | -0.7447 | 0.1282 | -0.8729 | 0 | 0.2912 | 0 |
Buy And Hold Return (%) | 11187.8849 | 11187.8849 | 11187.8849 | 11187.8849 | 11187.8849 | 11187.8849 |
Max Trade Drawdown | -2021320 | -51770 | -2059129 | -272099250 | -48803944 | -255879717 |
Profit Factor | 0.2969 | 3.2131 | 0.1281 | 0.8217 | 1.8313 | 0.4894 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 21 | 17 | 37 | 20 | 17 |
Losing Trades | 28 | 12 | 16 | 29 | 13 | 16 |
Profitability (%) | 57.5758 | 63.6364 | 51.5152 | 56.0606 | 60.6061 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.2187 | 1.8361 | 0.1206 | 0.644 | 1.1904 | 0.4606 |
Largest Winning Trade | 69290 | 69290 | 40032 | 55265681 | 55265681 | 24753632 |
Largest Losing Trade | -1790707 | -28602 | -1790707 | -177008114 | -30359647 | -177008114 |
Avg Bars in Trades | 65 | 67 | 63 | 65 | 67 | 63 |
Avg Bars in Winners | 54 | 57 | 49 | 64 | 69 | 58 |
Avg Bars in Losers | 80 | 83 | 78 | 66 | 63 | 68 |
Bars Traded | 4306 | 2211 | 2095 | 4306 | 2211 | 2095 |
Profit Streak | 0 | 0 | 0 | 57.1287 | 57.1287 | 80.1287 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708295 | -179715 | -580606 | -707511 | 460094 | -580048 |
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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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