Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2235397.8768 | -44472.4343 | -2190925.4425 | 1988881.2458 | -49476841.0031 | 51465722.249 |
Total P&L (%) | -2235.3979 | -44.4724 | -2190.9254 | 1988.8812 | -49476.841 | 51465.7222 |
Avg Daily Profit (%) | -1.249 | -0.0248 | -1.2242 | 0.17 | 0 | 0.3496 |
Buy And Hold Return (%) | 372.9228 | 372.9228 | 372.9228 | 372.9228 | 372.9228 | 372.9228 |
Max Trade Drawdown | -2354232 | -209380 | -2271695 | -70814947 | -76976548 | -14061569 |
Profit Factor | 0.2153 | 0.8797 | 0.1162 | 1.0153 | 0.5185 | 2.8843 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 61.7647 | 55.8824 | 67.6471 | 61.7647 | 55.8824 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.1333 | 0.6945 | 0.0556 | 0.6285 | 0.4094 | 1.3795 |
Largest Winning Trade | 62785 | 62785 | 36951 | 32861758 | 18759785 | 32861758 |
Largest Losing Trade | -1188750 | -69290 | -1188750 | -50042018 | -50042018 | -8882718 |
Avg Bars in Trades | 103 | 120 | 85 | 103 | 120 | 85 |
Avg Bars in Winners | 56 | 60 | 52 | 66 | 71 | 63 |
Avg Bars in Losers | 178 | 196 | 153 | 161 | 183 | 131 |
Bars Traded | 7007 | 4106 | 2901 | 7007 | 4106 | 2901 |
Profit Streak | 80.0362 | 80.0362 | 122.2862 | 80.0362 | 80.0362 | 122.2862 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691291 | -579069 | -577156 | -309218 | -579069 | 624015 |
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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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