Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2396605.8586 | 80795.575 | -2477401.4336 | -199198.5496 | 18943723.4355 | -19142921.9851 |
Total P&L (%) | -2396.6059 | 80.7956 | -2477.4014 | -199.1986 | 18943.7234 | -19142.922 |
Avg Daily Profit (%) | -1.1729 | 0.0395 | -1.2124 | 0 | 0.2572 | 0 |
Buy And Hold Return (%) | 2894.0068 | 2894.0068 | 2894.0068 | 2894.0068 | 2894.0068 | 2894.0068 |
Max Trade Drawdown | -2570731 | -144007 | -2602762 | -217761134 | -28133788 | -189627345 |
Profit Factor | 0.2582 | 1.207 | 0.1277 | 0.9992 | 1.5488 | 0.9042 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 44 | 22 | 22 | 40 | 20 | 20 |
Losing Trades | 25 | 12 | 13 | 29 | 14 | 15 |
Profitability (%) | 63.7681 | 64.7059 | 62.8571 | 57.971 | 58.8235 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1467 | 0.6583 | 0.0755 | 0.7244 | 1.0842 | 0.6781 |
Largest Winning Trade | 94985 | 94985 | 52924 | 123923106 | 20324672 | 123923106 |
Largest Losing Trade | -1473675 | -78446 | -1473675 | -189627345 | -19496622 | -189627345 |
Avg Bars in Trades | 85 | 90 | 80 | 85 | 90 | 80 |
Avg Bars in Winners | 45 | 46 | 44 | 78 | 91 | 65 |
Avg Bars in Losers | 155 | 171 | 140 | 95 | 90 | 100 |
Bars Traded | 5903 | 3084 | 2819 | 5903 | 3084 | 2819 |
Profit Streak | 0 | 428.5039 | 0 | 319.8373 | 0 | 384.1706 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684993 | -304786 | -579121 | -685157 | 394375 | -578898 |
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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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