Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3001486.2689 | -19292.4268 | -2982193.8421 | -6480272.6062 | -34091259.6777 | 27610987.0715 |
Total P&L (%) | -3001.4863 | -19.2924 | -2982.1938 | -6480.2726 | -34091.2597 | 27610.9871 |
Avg Daily Profit (%) | -1.6102 | -0.0104 | -1.5999 | 0 | 0 | 0.3022 |
Buy And Hold Return (%) | 7755.4455 | 7755.4455 | 7755.4455 | 7755.4455 | 7755.4455 | 7755.4455 |
Max Trade Drawdown | -3105679 | -107912 | -3046293 | -49066190 | -35780472 | -26439404 |
Profit Factor | 0.1191 | 0.8499 | 0.0904 | 0.9124 | 0.1568 | 1.8233 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 42 | 20 | 22 | 31 | 13 | 18 |
Losing Trades | 19 | 11 | 8 | 30 | 18 | 12 |
Profitability (%) | 68.8525 | 64.5161 | 73.3333 | 50.8197 | 41.9355 | 60 |
Ratio Avg Win / Avg Loss | 0.0539 | 0.4675 | 0.0329 | 0.883 | 0.2172 | 1.2155 |
Largest Winning Trade | 45485 | 14745 | 45485 | 22402112 | 2922876 | 22402112 |
Largest Losing Trade | -1878250 | -51649 | -1878250 | -20004534 | -20004534 | -18617886 |
Avg Bars in Trades | 55 | 4 | 108 | 55 | 4 | 108 |
Avg Bars in Winners | 31 | 2 | 56 | 58 | 3 | 98 |
Avg Bars in Losers | 110 | 7 | 251 | 52 | 5 | 123 |
Bars Traded | 3399 | 136 | 3263 | 3399 | 136 | 3263 |
Profit Streak | 88.3105 | 202.8105 | 0 | 0 | 0 | 163.8105 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743775 | -577297 | -577800 | -746671 | -583676 | 377059 |
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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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