Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2251196.6877 | 15246.6788 | -2266443.3665 | 7634858.3254 | 26062425.0387 | -18427566.7133 |
Total P&L (%) | -2251.1967 | 15.2467 | -2266.4434 | 7634.8583 | 26062.425 | -18427.5667 |
Avg Daily Profit (%) | -1.1017 | 0.0075 | -1.1092 | 0.213 | 0.2728 | 0 |
Buy And Hold Return (%) | 4516.5017 | 4516.5017 | 4516.5017 | 4516.5017 | 4516.5017 | 4516.5017 |
Max Trade Drawdown | -2318869 | -98872 | -2342976 | -60495992 | -16063006 | -52270486 |
Profit Factor | 0.2156 | 1.0542 | 0.1246 | 1.0804 | 1.8534 | 0.7142 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 39 | 19 | 20 | 33 | 16 | 17 |
Losing Trades | 32 | 16 | 16 | 38 | 19 | 19 |
Profitability (%) | 54.9296 | 54.2857 | 55.5556 | 46.4789 | 45.7143 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.1769 | 0.8878 | 0.0997 | 1.2441 | 2.2009 | 0.7982 |
Largest Winning Trade | 44934 | 44934 | 31555 | 40130886 | 40130886 | 22326255 |
Largest Losing Trade | -1416460 | -70906 | -1416460 | -22717017 | -5919849 | -22717017 |
Avg Bars in Trades | 82 | 69 | 95 | 82 | 69 | 95 |
Avg Bars in Winners | 37 | 34 | 39 | 92 | 93 | 91 |
Avg Bars in Losers | 138 | 111 | 165 | 74 | 49 | 99 |
Bars Traded | 5874 | 2434 | 3440 | 5874 | 2434 | 3440 |
Profit Streak | 268.6461 | 397.3128 | 268.6461 | 268.6461 | 397.3128 | 268.6461 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -670169 | -509678 | -579470 | -224610 | 383198 | -581271 |
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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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