Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2402784.2124 | 95929.6794 | -2498713.8918 | -125899.7168 | 260394140.8466 | -260520040.5634 |
Total P&L (%) | -2402.7842 | 95.9297 | -2498.7139 | -125.8997 | 260394.1408 | -260520.0406 |
Avg Daily Profit (%) | -1.1763 | 0.047 | -1.2233 | 0 | 0.3858 | 0 |
Buy And Hold Return (%) | 2964.8554 | 2964.8554 | 2964.8554 | 2964.8554 | 2964.8554 | 2964.8554 |
Max Trade Drawdown | -2569017 | -165856 | -2630779 | -747650292 | -299547446 | -615934922 |
Profit Factor | 0.2693 | 1.2372 | 0.1336 | 0.9999 | 1.6131 | 0.6136 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 56.5217 | 55.8824 | 57.1429 | 56.5217 | 55.8824 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.2072 | 0.9768 | 0.1002 | 0.7691 | 1.2735 | 0.4602 |
Largest Winning Trade | 118836 | 118836 | 55771 | 387418769 | 387418769 | 269565511 |
Largest Losing Trade | -1346546 | -69255 | -1346546 | -448102845 | -270269255 | -448102845 |
Avg Bars in Trades | 173 | 175 | 170 | 173 | 175 | 170 |
Avg Bars in Winners | 93 | 93 | 93 | 156 | 177 | 136 |
Avg Bars in Losers | 276 | 279 | 273 | 194 | 174 | 215 |
Bars Traded | 11946 | 5979 | 5967 | 11946 | 5979 | 5967 |
Profit Streak | 0 | 444.751 | 0 | 331.751 | 0 | 435.9177 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685932 | -296226 | -579861 | -685345 | 443280 | -578899 |
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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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