Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4168598.9222 | 112308.8952 | -4280907.8175 | -4541604.9344 | 12828343.7857 | -17369948.72 |
Total P&L (%) | -4168.5989 | 112.3089 | -4280.9078 | -4541.6049 | 12828.3438 | -17369.9487 |
Avg Daily Profit (%) | -2.1225 | 0.0572 | -2.1797 | 0 | 0.2479 | 0 |
Buy And Hold Return (%) | 3045.937 | 3045.937 | 3045.937 | 3045.937 | 3045.937 | 3045.937 |
Max Trade Drawdown | -4404605 | -84947 | -4332961 | -27432413 | -3911035 | -24306170 |
Profit Factor | 0.1023 | 1.5787 | 0.0379 | 0.8957 | 2.0197 | 0.4391 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 19 | 14 | 33 | 18 | 15 |
Losing Trades | 32 | 13 | 19 | 32 | 14 | 18 |
Profitability (%) | 50.7692 | 59.375 | 42.4242 | 50.7692 | 56.25 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.0992 | 1.0802 | 0.0514 | 0.8686 | 1.5709 | 0.527 |
Largest Winning Trade | 67494 | 67494 | 47553 | 9939786 | 9939786 | 4999818 |
Largest Losing Trade | -4293725 | -49122 | -4293725 | -24304396 | -3128016 | -24304396 |
Avg Bars in Trades | 56 | 61 | 52 | 56 | 61 | 52 |
Avg Bars in Winners | 32 | 38 | 23 | 70 | 76 | 63 |
Avg Bars in Losers | 81 | 94 | 73 | 42 | 41 | 42 |
Bars Traded | 3678 | 1955 | 1723 | 3678 | 1955 | 1723 |
Profit Streak | 397.3022 | 0 | 542.3022 | 0 | 592.8022 | 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 | -716092 | -279368 | -583165 | -716678 | 418040 | -582570 |
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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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