Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2857808.7037 | 67282.6187 | -2925091.3224 | -7933394.2915 | 163169022.5893 | -171102416.8808 |
Total P&L (%) | -2857.8087 | 67.2826 | -2925.0913 | -7933.3943 | 163169.0226 | -171102.4169 |
Avg Daily Profit (%) | -1.3985 | 0.0329 | -1.4314 | 0 | 0.3627 | 0 |
Buy And Hold Return (%) | 4400.6435 | 4400.6435 | 4400.6435 | 4400.6435 | 4400.6435 | 4400.6435 |
Max Trade Drawdown | -2980496 | -82279 | -2990664 | -278306028 | -55203267 | -250509045 |
Profit Factor | 0.1811 | 1.2574 | 0.094 | 0.9774 | 2.9081 | 0.3561 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 56 | 28 | 28 | 34 | 16 | 18 |
Losing Trades | 17 | 8 | 9 | 39 | 20 | 19 |
Profitability (%) | 76.7123 | 77.7778 | 75.6757 | 46.5753 | 44.4444 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.055 | 0.3593 | 0.0302 | 1.1212 | 3.6352 | 0.3759 |
Largest Winning Trade | 39295 | 39295 | 33878 | 206933475 | 206933475 | 44044124 |
Largest Losing Trade | -1936475 | -82191 | -1936475 | -161328718 | -51744008 | -161328718 |
Avg Bars in Trades | 51 | 53 | 49 | 51 | 53 | 49 |
Avg Bars in Winners | 18 | 19 | 18 | 62 | 76 | 50 |
Avg Bars in Losers | 160 | 172 | 149 | 41 | 34 | 49 |
Bars Traded | 3761 | 1912 | 1849 | 3761 | 1912 | 1849 |
Profit Streak | 318.1835 | 388.1835 | 318.1835 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -651948 | -311964 | -576477 | -656720 | 461458 | -581298 |
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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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