Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1612033.6191 | 114907.2766 | -1726940.8957 | -35828029.2383 | 33871345.5126 | -69699374.7509 |
Total P&L (%) | -1612.0336 | 114.9073 | -1726.9409 | -35828.0292 | 33871.3455 | -69699.3748 |
Avg Daily Profit (%) | -0.8632 | 0.0615 | -0.9247 | 0 | 0.3126 | 0 |
Buy And Hold Return (%) | 15945.0204 | 15945.0204 | 15945.0204 | 15945.0204 | 15945.0204 | 15945.0204 |
Max Trade Drawdown | -1679427 | -76320 | -852305 | -153833501 | -5742113 | -161167728 |
Profit Factor | 0.2306 | 1.6816 | 0.1036 | 0.8121 | 2.9349 | 0.5975 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 46 | 23 | 23 | 47 | 20 | 27 |
Losing Trades | 23 | 12 | 11 | 22 | 15 | 7 |
Profitability (%) | 66.6667 | 65.7143 | 67.6471 | 68.1159 | 57.1429 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.1153 | 0.8774 | 0.0496 | 0.3801 | 2.2012 | 0.1549 |
Largest Winning Trade | 63948 | 63948 | 31704 | 48240593 | 13888458 | 48240593 |
Largest Losing Trade | -874635 | -49485 | -874635 | -150807805 | -3770069 | -150807805 |
Avg Bars in Trades | 50 | 44 | 56 | 50 | 44 | 56 |
Avg Bars in Winners | 21 | 26 | 15 | 40 | 40 | 41 |
Avg Bars in Losers | 109 | 80 | 141 | 71 | 50 | 115 |
Bars Traded | 3485 | 1565 | 1920 | 3485 | 1565 | 1920 |
Profit Streak | 51.0617 | 135.5617 | 0 | 0 | 0 | 387.5617 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684053 | -273539 | -578507 | -684429 | 340559 | -575622 |
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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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