Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3132749.2471 | 130439.1726 | -3263188.4196 | 45882432.3724 | 10491245.5187 | 35391186.8537 |
Total P&L (%) | -3132.7492 | 130.4392 | -3263.1884 | 45882.4324 | 10491.2455 | 35391.1869 |
Avg Daily Profit (%) | -1.6766 | 0.0698 | -1.7464 | 0.3287 | 0.2498 | 0.3148 |
Buy And Hold Return (%) | 10988.8539 | 10988.8539 | 10988.8539 | 10988.8539 | 10988.8539 | 10988.8539 |
Max Trade Drawdown | -3243169 | -91139 | -3285527 | -15366264 | -6339776 | -11573429 |
Profit Factor | 0.1187 | 1.9928 | 0.0468 | 2.419 | 1.8446 | 2.7773 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 53.4483 | 51.7241 | 55.1724 | 53.4483 | 51.7241 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.1034 | 1.8599 | 0.038 | 2.1068 | 1.7216 | 2.2565 |
Largest Winning Trade | 62296 | 62296 | 52660 | 38605182 | 7091046 | 38605182 |
Largest Losing Trade | -2739571 | -71913 | -2739571 | -8074938 | -3646964 | -8074938 |
Avg Bars in Trades | 56 | 36 | 75 | 56 | 36 | 75 |
Avg Bars in Winners | 27 | 32 | 23 | 42 | 30 | 54 |
Avg Bars in Losers | 89 | 42 | 139 | 71 | 43 | 101 |
Bars Traded | 3264 | 1072 | 2192 | 3264 | 1072 | 2192 |
Profit Streak | 0 | 0 | 203.599 | 0 | 0 | 203.599 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759830 | -261549 | -578802 | -167373 | -153645 | 481661 |
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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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