Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1953135.7813 | 74830.0309 | -2027965.8122 | -520933.0922 | 32092350.321 | -32613283.4132 |
Total P&L (%) | -1953.1358 | 74.83 | -2027.9658 | -520.9331 | 32092.3503 | -32613.2834 |
Avg Daily Profit (%) | -0.9559 | 0.0366 | -0.9925 | 0 | 0.283 | 0 |
Buy And Hold Return (%) | 2457.2212 | 2457.2212 | 2457.2212 | 2457.2212 | 2457.2212 | 2457.2212 |
Max Trade Drawdown | -2051922 | -147451 | -2088236 | -49220648 | -6279219 | -46533015 |
Profit Factor | 0.2709 | 1.2011 | 0.1208 | 0.9917 | 3.5177 | 0.3502 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 15 | 18 | 29 | 15 | 14 |
Losing Trades | 30 | 16 | 14 | 34 | 16 | 18 |
Profitability (%) | 52.381 | 48.3871 | 56.25 | 46.0317 | 48.3871 | 43.75 |
Ratio Avg Win / Avg Loss | 0.2462 | 1.2812 | 0.094 | 1.1627 | 3.7522 | 0.4503 |
Largest Winning Trade | 178549 | 178549 | 56927 | 19651732 | 19651732 | 6518907 |
Largest Losing Trade | -940234 | -74534 | -940234 | -40751168 | -5537575 | -40751168 |
Avg Bars in Trades | 95 | 109 | 81 | 95 | 109 | 81 |
Avg Bars in Winners | 38 | 51 | 28 | 120 | 138 | 102 |
Avg Bars in Losers | 157 | 164 | 149 | 73 | 82 | 65 |
Bars Traded | 6002 | 3399 | 2603 | 6002 | 3399 | 2603 |
Profit Streak | 0 | 411.7836 | 0 | 335.1169 | 0 | 402.7836 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -731469 | -309979 | -580000 | -731067 | 532361 | -582278 |
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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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