Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3741471.9874 | -108555.8521 | -3632916.1353 | -531688.9477 | 80890615.7836 | -81422304.7313 |
Total P&L (%) | -3741.472 | -108.5559 | -3632.9161 | -531.6889 | 80890.6158 | -81422.3047 |
Avg Daily Profit (%) | -1.8309 | -0.0531 | -1.7778 | 0 | 0.3283 | 0 |
Buy And Hold Return (%) | 4351.9414 | 4351.9414 | 4351.9414 | 4351.9414 | 4351.9414 | 4351.9414 |
Max Trade Drawdown | -3861566 | -170297 | -3695317 | -168907224 | -49403490 | -138160468 |
Profit Factor | 0.1212 | 0.6991 | 0.0677 | 0.9975 | 2.2198 | 0.4424 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 48 | 22 | 26 | 32 | 17 | 15 |
Losing Trades | 21 | 12 | 9 | 37 | 17 | 20 |
Profitability (%) | 69.5652 | 64.7059 | 74.2857 | 46.3768 | 50 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.053 | 0.3813 | 0.0234 | 1.1534 | 2.2198 | 0.5898 |
Largest Winning Trade | 33441 | 33441 | 23496 | 65404712 | 65404712 | 31699778 |
Largest Losing Trade | -2028585 | -70484 | -2028585 | -81886008 | -19788184 | -81886008 |
Avg Bars in Trades | 54 | 56 | 52 | 54 | 56 | 52 |
Avg Bars in Winners | 22 | 24 | 21 | 68 | 76 | 58 |
Avg Bars in Losers | 127 | 116 | 143 | 42 | 36 | 47 |
Bars Traded | 3764 | 1931 | 1833 | 3764 | 1931 | 1833 |
Profit Streak | 336.7999 | 390.2999 | 336.7999 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682877 | -577925 | -576673 | -686797 | 480277 | -583565 |
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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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