Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2173885.2152 | 13771.8753 | -2187657.0905 | -3899945.2317 | -19334465.7969 | 15434520.5652 |
Total P&L (%) | -2173.8852 | 13.7719 | -2187.6571 | -3899.9452 | -19334.4658 | 15434.5206 |
Avg Daily Profit (%) | -1.1722 | 0.0074 | -1.1796 | 0 | 0 | 0.2724 |
Buy And Hold Return (%) | 6248.135 | 6248.135 | 6248.135 | 6248.135 | 6248.135 | 6248.135 |
Max Trade Drawdown | -2262362 | -116336 | -2231976 | -27341661 | -21033226 | -12734490 |
Profit Factor | 0.1834 | 1.061 | 0.102 | 0.9132 | 0.2383 | 1.7889 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 54 | 27 | 27 | 37 | 15 | 22 |
Losing Trades | 21 | 11 | 10 | 38 | 23 | 15 |
Profitability (%) | 72 | 71.0526 | 72.973 | 49.3333 | 39.4737 | 59.4595 |
Ratio Avg Win / Avg Loss | 0.0713 | 0.4323 | 0.0378 | 0.9379 | 0.3654 | 1.2197 |
Largest Winning Trade | 41429 | 41429 | 37298 | 18598409 | 1989694 | 18598409 |
Largest Losing Trade | -1389444 | -62589 | -1389444 | -9597202 | -9597202 | -9262220 |
Avg Bars in Trades | 287 | 237 | 337 | 287 | 237 | 337 |
Avg Bars in Winners | 128 | 130 | 125 | 240 | 162 | 293 |
Avg Bars in Losers | 695 | 501 | 909 | 332 | 287 | 403 |
Bars Traded | 21536 | 9040 | 12496 | 21536 | 9040 | 12496 |
Profit Streak | 35.7987 | 147.382 | 35.7987 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637486 | -499646 | -577251 | -642314 | -584858 | 302999 |
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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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