Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2250766.6668 | 170292.0216 | -2421058.6885 | -16558.6197 | 50902222.593 | -50918781.2127 |
Total P&L (%) | -2250.7667 | 170.292 | -2421.0587 | -16.5586 | 50902.2226 | -50918.7812 |
Avg Daily Profit (%) | -1.1019 | 0.0834 | -1.1852 | -0.0089 | 0.3057 | 0 |
Buy And Hold Return (%) | 3189.746 | 3189.746 | 3189.746 | 3189.746 | 3189.746 | 3189.746 |
Max Trade Drawdown | -2384271 | -140920 | -2507342 | -65896907 | -10700678 | -80134149 |
Profit Factor | 0.2867 | 1.473 | 0.1339 | 0.9998 | 4.7258 | 0.3726 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 36 | 15 | 21 | 32 | 18 | 14 |
Losing Trades | 27 | 16 | 11 | 31 | 13 | 18 |
Profitability (%) | 57.1429 | 48.3871 | 65.625 | 50.7937 | 58.0645 | 43.75 |
Ratio Avg Win / Avg Loss | 0.215 | 1.5712 | 0.0701 | 0.9686 | 3.4131 | 0.4791 |
Largest Winning Trade | 188968 | 188968 | 64007 | 36326494 | 36326494 | 19241077 |
Largest Losing Trade | -1356940 | -71940 | -1356940 | -61397770 | -5057691 | -61397770 |
Avg Bars in Trades | 187 | 208 | 167 | 187 | 208 | 167 |
Avg Bars in Winners | 82 | 82 | 81 | 182 | 193 | 167 |
Avg Bars in Losers | 328 | 326 | 332 | 193 | 229 | 167 |
Bars Traded | 11832 | 6466 | 5366 | 11832 | 6466 | 5366 |
Profit Streak | 0 | 396.878 | 0 | 0 | 396.878 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730851 | -244880 | -578784 | -731674 | 666121 | -583240 |
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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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