Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2798837.5823 | 50221.1753 | -2849058.7576 | -48079064.4176 | -102154170.7649 | 54075106.3473 |
Total P&L (%) | -2798.8376 | 50.2212 | -2849.0588 | -48079.0644 | -102154.1708 | 54075.1063 |
Avg Daily Profit (%) | -1.5068 | 0.027 | -1.5338 | 0 | 0 | 0.3395 |
Buy And Hold Return (%) | 6792.8648 | 6792.8648 | 6792.8648 | 6792.8648 | 6792.8648 | 6792.8648 |
Max Trade Drawdown | -2928480 | -102055 | -2942134 | -169536771 | -102166673 | -111681752 |
Profit Factor | 0.1606 | 1.4132 | 0.1132 | 0.8209 | 0.1541 | 1.3663 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 45 | 22 | 23 | 26 | 10 | 16 |
Losing Trades | 20 | 11 | 9 | 39 | 23 | 16 |
Profitability (%) | 69.2308 | 66.6667 | 71.875 | 40 | 30.303 | 50 |
Ratio Avg Win / Avg Loss | 0.0714 | 0.7066 | 0.0443 | 1.2313 | 0.3543 | 1.3663 |
Largest Winning Trade | 49634 | 37438 | 49634 | 66870410 | 7086613 | 66870410 |
Largest Losing Trade | -1897735 | -41380 | -1897735 | -63637199 | -48239471 | -63637199 |
Avg Bars in Trades | 52 | 4 | 102 | 52 | 4 | 102 |
Avg Bars in Winners | 26 | 2 | 48 | 57 | 2 | 92 |
Avg Bars in Losers | 112 | 8 | 238 | 48 | 5 | 112 |
Bars Traded | 3414 | 144 | 3270 | 3414 | 144 | 3270 |
Profit Streak | 80.5407 | 261.5407 | 0 | 0 | 0 | 155.0407 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713727 | -319616 | -577974 | -719277 | -588184 | 369443 |
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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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