Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1934191.6217 | 81513.1037 | -2015704.7254 | -488573.778 | 48839806.6175 | -49328380.3954 |
Total P&L (%) | -1934.1916 | 81.5131 | -2015.7047 | -488.5738 | 48839.8066 | -49328.3804 |
Avg Daily Profit (%) | -0.9465 | 0.0399 | -0.9864 | 0 | 0.3035 | 0 |
Buy And Hold Return (%) | 2782.9349 | 2782.9349 | 2782.9349 | 2782.9349 | 2782.9349 | 2782.9349 |
Max Trade Drawdown | -1956038 | -140674 | -2061100 | -80211201 | -14227693 | -72805456 |
Profit Factor | 0.2663 | 1.2049 | 0.0995 | 0.995 | 3.0141 | 0.3341 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 16 | 15 | 37 | 19 | 18 |
Losing Trades | 35 | 17 | 18 | 29 | 14 | 15 |
Profitability (%) | 46.9697 | 48.4848 | 45.4545 | 56.0606 | 57.5758 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.3007 | 1.2802 | 0.1194 | 0.7799 | 2.2209 | 0.2784 |
Largest Winning Trade | 165800 | 165800 | 68887 | 32164254 | 32164254 | 11664834 |
Largest Losing Trade | -1013407 | -71115 | -1013407 | -55066791 | -11480954 | -55066791 |
Avg Bars in Trades | 60 | 72 | 48 | 60 | 72 | 48 |
Avg Bars in Winners | 33 | 48 | 18 | 67 | 83 | 50 |
Avg Bars in Losers | 83 | 94 | 73 | 51 | 57 | 46 |
Bars Traded | 3987 | 2389 | 1598 | 3987 | 2389 | 1598 |
Profit Streak | 0 | 0 | 0 | 334.5021 | 334.5021 | 488.5021 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -710734 | -306510 | -582570 | -707147 | 584068 | -578859 |
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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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