Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3280867.2384 | -91836.5737 | -3189030.6647 | 23276673.8597 | 16912544.57 | 6364129.2896 |
Total P&L (%) | -3280.8672 | -91.8366 | -3189.0307 | 23276.6739 | 16912.5446 | 6364.1293 |
Avg Daily Profit (%) | -1.6055 | -0.0449 | -1.5606 | 0.2673 | 0.2517 | 0.2042 |
Buy And Hold Return (%) | 3103.8479 | 3103.8479 | 3103.8479 | 3103.8479 | 3103.8479 | 3103.8479 |
Max Trade Drawdown | -3409712 | -122308 | -3309100 | -114076460 | -24230486 | -122553090 |
Profit Factor | 0.135 | 0.5571 | 0.1106 | 1.1324 | 1.4743 | 1.0454 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 12 | 18 | 30 | 15 | 15 |
Losing Trades | 29 | 18 | 11 | 29 | 15 | 14 |
Profitability (%) | 50.8475 | 40 | 62.069 | 50.8475 | 50 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.1305 | 0.8357 | 0.0676 | 1.0947 | 1.4743 | 0.9757 |
Largest Winning Trade | 70842 | 38794 | 70842 | 98531890 | 15365506 | 98531890 |
Largest Losing Trade | -1781491 | -40392 | -1781491 | -47233359 | -15585438 | -47233359 |
Avg Bars in Trades | 65 | 8 | 124 | 65 | 8 | 124 |
Avg Bars in Winners | 62 | 8 | 98 | 56 | 8 | 104 |
Avg Bars in Losers | 68 | 9 | 166 | 75 | 8 | 146 |
Bars Traded | 3878 | 268 | 3611 | 3878 | 268 | 3611 |
Profit Streak | 322.5841 | 436.5841 | 0 | 322.5841 | 436.5841 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759580 | -583474 | -579268 | -245076 | 352313 | -170553 |
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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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