Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2849209.3461 | -18803.7261 | -2830405.62 | -276128.5314 | 41639490.3893 | -41915618.9207 |
Total P&L (%) | -2849.2093 | -18.8037 | -2830.4056 | -276.1285 | 41639.4904 | -41915.6189 |
Avg Daily Profit (%) | -1.3945 | -0.0092 | -1.3852 | 0 | 0.2958 | 0 |
Buy And Hold Return (%) | 2974.2857 | 2974.2857 | 2974.2857 | 2974.2857 | 2974.2857 | 2974.2857 |
Max Trade Drawdown | -2965424 | -109919 | -2917739 | -87935553 | -18803292 | -76997153 |
Profit Factor | 0.1715 | 0.9401 | 0.0943 | 0.998 | 1.8967 | 0.5272 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 17 | 17 | 32 | 17 | 15 |
Losing Trades | 30 | 15 | 15 | 32 | 15 | 17 |
Profitability (%) | 53.125 | 53.125 | 53.125 | 50 | 53.125 | 46.875 |
Ratio Avg Win / Avg Loss | 0.1513 | 0.8295 | 0.0832 | 0.998 | 1.6736 | 0.5974 |
Largest Winning Trade | 43372 | 43372 | 41178 | 58547451 | 58547451 | 16124123 |
Largest Losing Trade | -1743902 | -74087 | -1743902 | -42740324 | -14721458 | -42740324 |
Avg Bars in Trades | 122 | 63 | 181 | 122 | 63 | 181 |
Avg Bars in Winners | 65 | 35 | 94 | 153 | 84 | 232 |
Avg Bars in Losers | 187 | 94 | 280 | 91 | 39 | 137 |
Bars Traded | 7849 | 2028 | 5821 | 7849 | 2028 | 5821 |
Profit Streak | 0 | 432.0692 | 0 | 404.5692 | 0 | 418.0692 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723872 | -579443 | -580405 | -723692 | 461873 | -581063 |
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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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