Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2095398.3575 | 56713.2578 | -2152111.6154 | -8423176.1897 | -25790259.0832 | 17367082.8934 |
Total P&L (%) | -2095.3984 | 56.7133 | -2152.1116 | -8423.1762 | -25790.2591 | 17367.0829 |
Avg Daily Profit (%) | -1.1305 | 0.0306 | -1.1611 | 0 | 0 | 0.2789 |
Buy And Hold Return (%) | 6391.4611 | 6391.4611 | 6391.4611 | 6391.4611 | 6391.4611 | 6391.4611 |
Max Trade Drawdown | -2195000 | -129438 | -2180349 | -34440005 | -28134615 | -14012043 |
Profit Factor | 0.185 | 1.2883 | 0.0937 | 0.849 | 0.2433 | 1.8005 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 24 | 23 | 30 | 10 | 20 |
Losing Trades | 21 | 10 | 11 | 38 | 24 | 14 |
Profitability (%) | 69.1176 | 70.5882 | 67.6471 | 44.1176 | 29.4118 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.0827 | 0.5368 | 0.0448 | 1.0754 | 0.584 | 1.2604 |
Largest Winning Trade | 46681 | 46681 | 35754 | 21092040 | 3605277 | 21092040 |
Largest Losing Trade | -1402977 | -56558 | -1402977 | -10660126 | -10440046 | -10660126 |
Avg Bars in Trades | 102 | 99 | 104 | 102 | 99 | 104 |
Avg Bars in Winners | 46 | 57 | 35 | 79 | 67 | 85 |
Avg Bars in Losers | 225 | 202 | 246 | 119 | 113 | 130 |
Bars Traded | 6942 | 3399 | 3543 | 6942 | 3399 | 3543 |
Profit Streak | 35.412 | 139.912 | 0 | 0 | 0 | 86.162 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691256 | -315406 | -578507 | -695176 | -591165 | 350694 |
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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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