Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3235251.5161 | -33603.3532 | -3201648.1629 | -475755.2195 | 66795546.1607 | -67271301.3802 |
Total P&L (%) | -3235.2515 | -33.6034 | -3201.6482 | -475.7552 | 66795.5462 | -67271.3014 |
Avg Daily Profit (%) | -1.5833 | -0.0164 | -1.5669 | 0 | 0.3189 | 0 |
Buy And Hold Return (%) | 3632.1238 | 3632.1238 | 3632.1238 | 3632.1238 | 3632.1238 | 3632.1238 |
Max Trade Drawdown | -3355968 | -113440 | -3265890 | -115638522 | -20306730 | -105795060 |
Profit Factor | 0.1351 | 0.8793 | 0.0753 | 0.9964 | 3.6881 | 0.3734 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 43 | 21 | 22 | 21 | 10 | 11 |
Losing Trades | 16 | 8 | 8 | 38 | 19 | 19 |
Profitability (%) | 72.8814 | 72.4138 | 73.3333 | 35.5932 | 34.4828 | 36.6667 |
Ratio Avg Win / Avg Loss | 0.0503 | 0.335 | 0.0274 | 1.803 | 7.0074 | 0.645 |
Largest Winning Trade | 27189 | 27189 | 22903 | 83779829 | 83779829 | 24765545 |
Largest Losing Trade | -1954382 | -83873 | -1954382 | -79729809 | -16258206 | -79729809 |
Avg Bars in Trades | 95 | 100 | 91 | 95 | 100 | 91 |
Avg Bars in Winners | 34 | 37 | 31 | 158 | 191 | 128 |
Avg Bars in Losers | 259 | 264 | 255 | 60 | 52 | 69 |
Bars Traded | 5645 | 2906 | 2739 | 5645 | 2906 | 2739 |
Profit Streak | 0 | 408.1359 | 0 | 318.8026 | 0 | 319.1359 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757311 | -576587 | -577800 | -762793 | 352702 | -585423 |
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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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