Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7916204.9287 | 157802.8423 | -8074007.771 | -22950249.9937 | 40642376.7227 | -63592626.7164 |
Total P&L (%) | -7916.2049 | 157.8028 | -8074.0078 | -22950.25 | 40642.3767 | -63592.6267 |
Avg Daily Profit (%) | -4.0317 | 0.0804 | -4.112 | 0 | 0.3065 | 0 |
Buy And Hold Return (%) | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 |
Max Trade Drawdown | -8265864 | -82192 | -8229185 | -84161417 | -30804967 | -84206655 |
Profit Factor | 0.0793 | 1.6744 | 0.0346 | 0.8902 | 1.5777 | 0.5416 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 48 | 25 | 23 | 38 | 19 | 19 |
Losing Trades | 23 | 10 | 13 | 33 | 16 | 17 |
Profitability (%) | 67.6056 | 71.4286 | 63.8889 | 53.5211 | 54.2857 | 52.7778 |
Ratio Avg Win / Avg Loss | 0.038 | 0.6698 | 0.0196 | 0.7731 | 1.3286 | 0.4846 |
Largest Winning Trade | 65878 | 65878 | 56524 | 26686499 | 26686499 | 17198266 |
Largest Losing Trade | -8183117 | -56667 | -8183117 | -84161417 | -15741697 | -84161417 |
Avg Bars in Trades | 104 | 105 | 103 | 104 | 105 | 103 |
Avg Bars in Winners | 59 | 54 | 64 | 119 | 131 | 106 |
Avg Bars in Losers | 198 | 234 | 171 | 87 | 74 | 98 |
Bars Traded | 7404 | 3693 | 3711 | 7404 | 3693 | 3711 |
Profit Streak | 402.7276 | 0 | 554.2276 | 0 | 600.4776 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668909 | -248264 | -578396 | -671321 | 426905 | -580420 |
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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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