Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2665387.8508 | -2005.771 | -2663382.0797 | 200576.5731 | 39196774.6614 | -38996198.0883 |
Total P&L (%) | -2665.3879 | -2.0058 | -2663.3821 | 200.5766 | 39196.7747 | -38996.1981 |
Avg Daily Profit (%) | -1.3044 | -0.001 | -1.3035 | 0.0539 | 0.2928 | 0 |
Buy And Hold Return (%) | 2959.4926 | 2959.4926 | 2959.4926 | 2959.4926 | 2959.4926 | 2959.4926 |
Max Trade Drawdown | -2755008 | -134246 | -2745451 | -88239241 | -25836605 | -77984057 |
Profit Factor | 0.2301 | 0.9954 | 0.1187 | 1.0015 | 1.7899 | 0.5334 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 19 | 22 | 35 | 18 | 17 |
Losing Trades | 29 | 16 | 13 | 35 | 17 | 18 |
Profitability (%) | 58.5714 | 54.2857 | 62.8571 | 50 | 51.4286 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.1627 | 0.8383 | 0.0701 | 1.0015 | 1.6905 | 0.5648 |
Largest Winning Trade | 57030 | 57030 | 43082 | 35386208 | 35386208 | 24758295 |
Largest Losing Trade | -1065803 | -69213 | -1065803 | -36822529 | -18747307 | -36822529 |
Avg Bars in Trades | 84 | 88 | 81 | 84 | 88 | 81 |
Avg Bars in Winners | 46 | 48 | 44 | 75 | 82 | 68 |
Avg Bars in Losers | 139 | 136 | 143 | 94 | 95 | 93 |
Bars Traded | 5943 | 3100 | 2843 | 5943 | 3100 | 2843 |
Profit Streak | 337.5583 | 389.225 | 337.5583 | 337.5583 | 389.225 | 337.5583 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676762 | -578891 | -577776 | -602995 | 494709 | -579999 |
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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) |
---|