Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3905418.9905 | 130276.1452 | -4035695.1357 | -1736228.4079 | 15226175.3767 | -16962403.7846 |
Total P&L (%) | -3905.419 | 130.2761 | -4035.6951 | -1736.2284 | 15226.1754 | -16962.4038 |
Avg Daily Profit (%) | -1.989 | 0.0663 | -2.0554 | 0 | 0.2566 | 0 |
Buy And Hold Return (%) | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 |
Max Trade Drawdown | -4196906 | -88184 | -4124317 | -26325476 | -2891701 | -26349588 |
Profit Factor | 0.1447 | 1.4611 | 0.0578 | 0.9554 | 3.1081 | 0.4649 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 39 | 19 | 20 | 41 | 21 | 20 |
Losing Trades | 31 | 16 | 15 | 29 | 14 | 15 |
Profitability (%) | 55.7143 | 54.2857 | 57.1429 | 58.5714 | 60 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.115 | 1.2304 | 0.0434 | 0.6758 | 2.072 | 0.3487 |
Largest Winning Trade | 101661 | 101661 | 64099 | 8619460 | 8619460 | 6168165 |
Largest Losing Trade | -4024473 | -66623 | -4024473 | -26325476 | -2436242 | -26325476 |
Avg Bars in Trades | 108 | 111 | 104 | 108 | 111 | 104 |
Avg Bars in Winners | 62 | 70 | 55 | 115 | 124 | 105 |
Avg Bars in Losers | 165 | 160 | 170 | 97 | 91 | 103 |
Bars Traded | 7569 | 3906 | 3663 | 7569 | 3906 | 3663 |
Profit Streak | 401.5203 | 0 | 556.0203 | 0 | 664.7703 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677951 | -268504 | -578902 | -678166 | 615416 | -579861 |
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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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