Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2716310.5742 | -23566.6403 | -2692743.9339 | -7308.3992 | 21656183.3119 | -21663491.7112 |
Total P&L (%) | -2716.3106 | -23.5666 | -2692.7439 | -7.3084 | 21656.1833 | -21663.4917 |
Avg Daily Profit (%) | -1.3298 | -0.0115 | -1.3182 | -0.0037 | 0.2639 | 0 |
Buy And Hold Return (%) | 2516.5357 | 2516.5357 | 2516.5357 | 2516.5357 | 2516.5357 | 2516.5357 |
Max Trade Drawdown | -2803220 | -163078 | -2753073 | -35541324 | -5737775 | -34182282 |
Profit Factor | 0.183 | 0.9355 | 0.0901 | 0.9998 | 3.711 | 0.4181 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 47 | 23 | 24 | 37 | 19 | 18 |
Losing Trades | 25 | 13 | 12 | 35 | 17 | 18 |
Profitability (%) | 65.2778 | 63.8889 | 66.6667 | 51.3889 | 52.7778 | 50 |
Ratio Avg Win / Avg Loss | 0.0973 | 0.5288 | 0.045 | 0.9458 | 3.3204 | 0.4181 |
Largest Winning Trade | 58211 | 58211 | 25971 | 17871259 | 17871259 | 8159570 |
Largest Losing Trade | -1662776 | -76414 | -1662776 | -27018830 | -3082984 | -27018830 |
Avg Bars in Trades | 166 | 185 | 146 | 166 | 185 | 146 |
Avg Bars in Winners | 68 | 85 | 52 | 136 | 151 | 121 |
Avg Bars in Losers | 349 | 364 | 333 | 197 | 224 | 171 |
Bars Traded | 11960 | 6692 | 5268 | 11960 | 6692 | 5268 |
Profit Streak | 0 | 406.1689 | 0 | 0 | 406.1689 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662297 | -577639 | -578619 | -664375 | 616719 | -580780 |
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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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