Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2835790.0759 | -24642.7643 | -2811147.3116 | -37049532.6996 | 38437320.2357 | -75486852.9352 |
Total P&L (%) | -2835.7901 | -24.6428 | -2811.1473 | -37049.5327 | 38437.3202 | -75486.8529 |
Avg Daily Profit (%) | -1.5181 | -0.0132 | -1.5049 | 0 | 0.3193 | 0 |
Buy And Hold Return (%) | 9003.8548 | 9003.8548 | 9003.8548 | 9003.8548 | 9003.8548 | 9003.8548 |
Max Trade Drawdown | -2885221 | -87961 | -2833911 | -148805834 | -10500985 | -150496803 |
Profit Factor | 0.1307 | 0.8731 | 0.0837 | 0.8109 | 2.2356 | 0.5419 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 18 | 15 | 38 | 19 | 19 |
Losing Trades | 29 | 13 | 16 | 24 | 12 | 12 |
Profitability (%) | 53.2258 | 58.0645 | 48.3871 | 61.2903 | 61.2903 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.1148 | 0.6306 | 0.0893 | 0.5121 | 1.4119 | 0.3423 |
Largest Winning Trade | 56467 | 21874 | 56467 | 20105931 | 17263028 | 20105931 |
Largest Losing Trade | -1918720 | -33439 | -1918720 | -148334711 | -10500985 | -148334711 |
Avg Bars in Trades | 78 | 32 | 125 | 78 | 32 | 125 |
Avg Bars in Winners | 46 | 24 | 72 | 63 | 26 | 101 |
Avg Bars in Losers | 115 | 42 | 174 | 102 | 41 | 162 |
Bars Traded | 4877 | 997 | 3880 | 4877 | 997 | 3880 |
Profit Streak | 164.8596 | 165.5263 | 0 | 0 | 0 | 374.1929 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738280 | -579193 | -581445 | -737814 | 419085 | -577993 |
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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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