Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2392050.0078 | 89798.3137 | -2481848.3215 | -7143300.3987 | -47550199.9578 | 40406899.5591 |
Total P&L (%) | -2392.05 | 89.7983 | -2481.8483 | -7143.3004 | -47550.2 | 40406.8996 |
Avg Daily Profit (%) | -1.2838 | 0.0482 | -1.332 | 0 | 0 | 0.3228 |
Buy And Hold Return (%) | 5923.1531 | 5923.1531 | 5923.1531 | 5923.1531 | 5923.1531 | 5923.1531 |
Max Trade Drawdown | -2529390 | -87979 | -2576053 | -80194675 | -56493311 | -69479165 |
Profit Factor | 0.2094 | 1.5836 | 0.1357 | 0.9545 | 0.3418 | 1.4769 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 48 | 25 | 23 | 31 | 14 | 17 |
Losing Trades | 19 | 9 | 10 | 36 | 20 | 16 |
Profitability (%) | 71.6418 | 73.5294 | 69.697 | 46.2687 | 41.1765 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.0829 | 0.5701 | 0.059 | 1.1084 | 0.4883 | 1.39 |
Largest Winning Trade | 54784 | 45474 | 54784 | 45105544 | 7171639 | 45105544 |
Largest Losing Trade | -1634412 | -62000 | -1634412 | -53166109 | -39240779 | -53166109 |
Avg Bars in Trades | 103 | 51 | 157 | 103 | 51 | 157 |
Avg Bars in Winners | 60 | 36 | 86 | 104 | 44 | 153 |
Avg Bars in Losers | 213 | 95 | 320 | 103 | 57 | 162 |
Bars Traded | 6966 | 1767 | 5199 | 6966 | 1767 | 5199 |
Profit Streak | 103.2248 | 192.7248 | 103.2248 | 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 | -697617 | -289756 | -577688 | -701839 | -584226 | 370971 |
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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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