Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1724613.4646 | 234223.5755 | -1958837.0401 | -17099312.6313 | 36665071.6888 | -53764384.3201 |
Total P&L (%) | -1724.6135 | 234.2236 | -1958.837 | -17099.3126 | 36665.0717 | -53764.3843 |
Avg Daily Profit (%) | -0.9229 | 0.1253 | -1.0483 | 0 | 0.3166 | 0 |
Buy And Hold Return (%) | 12040.1752 | 12040.1752 | 12040.1752 | 12040.1752 | 12040.1752 | 12040.1752 |
Max Trade Drawdown | -1822720 | -57191 | -1982232 | -128249608 | -11938345 | -116311262 |
Profit Factor | 0.2837 | 2.4491 | 0.1278 | 0.8895 | 2.3121 | 0.5762 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 15 | 19 | 37 | 16 | 21 |
Losing Trades | 32 | 18 | 14 | 29 | 17 | 12 |
Profitability (%) | 51.5152 | 45.4545 | 57.5758 | 56.0606 | 48.4848 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.267 | 2.9389 | 0.0942 | 0.6972 | 2.4566 | 0.3292 |
Largest Winning Trade | 70039 | 70039 | 60387 | 21191041 | 18717117 | 21191041 |
Largest Losing Trade | -1584698 | -23753 | -1584698 | -116311262 | -11938345 | -116311262 |
Avg Bars in Trades | 79 | 59 | 99 | 79 | 59 | 99 |
Avg Bars in Winners | 57 | 55 | 59 | 76 | 50 | 97 |
Avg Bars in Losers | 102 | 61 | 154 | 82 | 67 | 104 |
Bars Traded | 5240 | 1950 | 3290 | 5240 | 1950 | 3290 |
Profit Streak | 55.2301 | 55.2301 | 64.2301 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708098 | -188025 | -579261 | -708492 | 351070 | -579035 |
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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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