Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2798995.7137 | -58848.9395 | -2740146.7742 | -101577.4874 | 9325768.5278 | -9427346.0151 |
Total P&L (%) | -2798.9957 | -58.8489 | -2740.1468 | -101.5775 | 9325.7685 | -9427.346 |
Avg Daily Profit (%) | -1.3697 | -0.0288 | -1.3409 | 0 | 0.2227 | 0 |
Buy And Hold Return (%) | 2457.2212 | 2457.2212 | 2457.2212 | 2457.2212 | 2457.2212 | 2457.2212 |
Max Trade Drawdown | -2860233 | -183178 | -2819601 | -13923977 | -1616688 | -13711721 |
Profit Factor | 0.196 | 0.8584 | 0.1062 | 0.9941 | 4.5467 | 0.3552 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 45 | 21 | 24 | 37 | 17 | 20 |
Losing Trades | 24 | 13 | 11 | 32 | 17 | 15 |
Profitability (%) | 65.2174 | 61.7647 | 68.5714 | 53.6232 | 50 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1045 | 0.5314 | 0.0487 | 0.8598 | 4.5467 | 0.2664 |
Largest Winning Trade | 60050 | 60050 | 29961 | 5883386 | 5883386 | 2670751 |
Largest Losing Trade | -1557702 | -74822 | -1557702 | -12307289 | -1225075 | -12307289 |
Avg Bars in Trades | 57 | 61 | 54 | 57 | 61 | 54 |
Avg Bars in Winners | 22 | 22 | 22 | 49 | 57 | 43 |
Avg Bars in Losers | 124 | 123 | 124 | 67 | 64 | 69 |
Bars Traded | 3996 | 2075 | 1921 | 3996 | 2075 | 1921 |
Profit Streak | 0 | 409.1607 | 0 | 328.6607 | 0 | 339.6607 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684805 | -577930 | -578380 | -685720 | 477826 | -579274 |
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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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