Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2856656.6034 | 85935.7331 | -2942592.3365 | -118778.6188 | 29688444.9097 | -29807223.5286 |
Total P&L (%) | -2856.6566 | 85.9357 | -2942.5923 | -118.7786 | 29688.4449 | -29807.2235 |
Avg Daily Profit (%) | -1.5627 | 0.047 | -1.6097 | 0 | 0.3121 | 0 |
Buy And Hold Return (%) | 7543.7158 | 7543.7158 | 7543.7158 | 7543.7158 | 7543.7158 | 7543.7158 |
Max Trade Drawdown | -3010484 | -174436 | -2972732 | -44527608 | -7441993 | -43903412 |
Profit Factor | 0.2061 | 1.2384 | 0.0911 | 0.9979 | 3.7024 | 0.3314 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 54 | 25 | 29 | 34 | 20 | 14 |
Losing Trades | 25 | 14 | 11 | 45 | 19 | 26 |
Profitability (%) | 68.3544 | 64.1026 | 72.5 | 43.038 | 51.2821 | 35 |
Ratio Avg Win / Avg Loss | 0.0954 | 0.6935 | 0.0346 | 1.3207 | 3.5173 | 0.6154 |
Largest Winning Trade | 98016 | 98016 | 29541 | 25037723 | 25037723 | 9253249 |
Largest Losing Trade | -1787368 | -74849 | -1787368 | -29276872 | -5579061 | -29276872 |
Avg Bars in Trades | 270 | 286 | 254 | 270 | 286 | 254 |
Avg Bars in Winners | 116 | 112 | 119 | 265 | 277 | 247 |
Avg Bars in Losers | 604 | 597 | 611 | 274 | 296 | 258 |
Bars Traded | 21367 | 11180 | 10187 | 21367 | 11180 | 10187 |
Profit Streak | 0 | 412.4324 | 0 | 319.4324 | 0 | 321.4324 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609398 | -294655 | -577833 | -612508 | 494881 | -585995 |
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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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