Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2573080.5741 | 9287.1439 | -2582367.7181 | -4628981.0725 | 7652152.4265 | -12281133.4991 |
Total P&L (%) | -2573.0806 | 9.2871 | -2582.3677 | -4628.9811 | 7652.1524 | -12281.1335 |
Avg Daily Profit (%) | -1.2593 | 0.0045 | -1.2638 | 0 | 0.2131 | 0 |
Buy And Hold Return (%) | 2509.7015 | 2509.7015 | 2509.7015 | 2509.7015 | 2509.7015 | 2509.7015 |
Max Trade Drawdown | -2743437 | -23796 | -2744966 | -78606993 | -1829836 | -80276205 |
Profit Factor | 0.1787 | 1.1655 | 0.1607 | 0.9652 | 3.0207 | 0.9049 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 15 | 19 | 31 | 17 | 14 |
Losing Trades | 25 | 15 | 10 | 28 | 13 | 15 |
Profitability (%) | 57.6271 | 50 | 65.5172 | 52.5424 | 56.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.1314 | 1.1655 | 0.0846 | 0.8718 | 2.3099 | 0.9696 |
Largest Winning Trade | 87977 | 12630 | 87977 | 57083846 | 6843812 | 57083846 |
Largest Losing Trade | -966265 | -16750 | -966265 | -58844826 | -1195643 | -58844826 |
Avg Bars in Trades | 101 | 1 | 204 | 101 | 1 | 204 |
Avg Bars in Winners | 97 | 2 | 172 | 120 | 1 | 265 |
Avg Bars in Losers | 107 | 1 | 267 | 80 | 1 | 148 |
Bars Traded | 5988 | 50 | 5938 | 5988 | 50 | 5938 |
Profit Streak | 0 | 0 | 303.1359 | 273.4692 | 300.1359 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759289 | -390778 | -577854 | -759359 | 451254 | -581503 |
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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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