Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2822135.8203 | 12371.4211 | -2834507.2415 | -4018218.5055 | 163326553.6324 | -167344772.1379 |
Total P&L (%) | -2822.1358 | 12.3714 | -2834.5072 | -4018.2185 | 163326.5536 | -167344.7721 |
Avg Daily Profit (%) | -1.3811 | 0.0061 | -1.3872 | 0 | 0.3628 | 0 |
Buy And Hold Return (%) | 3328.4314 | 3328.4314 | 3328.4314 | 3328.4314 | 3328.4314 | 3328.4314 |
Max Trade Drawdown | -2966453 | -95953 | -2929228 | -336080556 | -110532893 | -260366114 |
Profit Factor | 0.1726 | 1.0413 | 0.089 | 0.9903 | 2.1082 | 0.3775 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 60 | 29 | 31 | 42 | 21 | 21 |
Losing Trades | 19 | 10 | 9 | 37 | 18 | 19 |
Profitability (%) | 75.9494 | 74.359 | 77.5 | 53.1646 | 53.8462 | 52.5 |
Ratio Avg Win / Avg Loss | 0.0547 | 0.3591 | 0.0258 | 0.8724 | 1.807 | 0.3415 |
Largest Winning Trade | 44281 | 44281 | 32210 | 259156803 | 259156803 | 45070921 |
Largest Losing Trade | -1675385 | -82162 | -1675385 | -106186960 | -39030785 | -106186960 |
Avg Bars in Trades | 74 | 79 | 69 | 74 | 79 | 69 |
Avg Bars in Winners | 26 | 35 | 19 | 86 | 95 | 76 |
Avg Bars in Losers | 224 | 208 | 243 | 61 | 61 | 61 |
Bars Traded | 5888 | 3102 | 2786 | 5888 | 3102 | 2786 |
Profit Streak | 280.0629 | 392.7296 | 280.0629 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -607445 | -523482 | -576596 | -611645 | 502451 | -580425 |
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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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