Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4075471.8712 | 62227.2055 | -4137699.0767 | -12766847.1099 | 12359017.4449 | -25125864.5548 |
Total P&L (%) | -4075.4719 | 62.2272 | -4137.6991 | -12766.8471 | 12359.0174 | -25125.8646 |
Avg Daily Profit (%) | -1.7985 | 0.0275 | -1.826 | 0 | 0.2132 | 0 |
Buy And Hold Return (%) | 480.2724 | 480.2724 | 480.2724 | 480.2724 | 480.2724 | 480.2724 |
Max Trade Drawdown | -4307939 | -76712 | -4289506 | -34861161 | -11752096 | -37403108 |
Profit Factor | 0.1263 | 1.2214 | 0.056 | 0.8677 | 1.2689 | 0.5028 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 56 | 27 | 29 | 46 | 25 | 21 |
Losing Trades | 41 | 21 | 20 | 51 | 23 | 28 |
Profitability (%) | 57.732 | 56.25 | 59.1837 | 47.4227 | 52.0833 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0924 | 0.95 | 0.0387 | 0.962 | 1.1674 | 0.6705 |
Largest Winning Trade | 53784 | 53784 | 39409 | 8532014 | 7722670 | 8532014 |
Largest Losing Trade | -4275230 | -30005 | -4275230 | -13613899 | -5157833 | -13613899 |
Avg Bars in Trades | 63 | 46 | 80 | 63 | 46 | 80 |
Avg Bars in Winners | 38 | 46 | 31 | 65 | 43 | 90 |
Avg Bars in Losers | 98 | 46 | 152 | 62 | 49 | 73 |
Bars Traded | 6180 | 2214 | 3966 | 6180 | 2214 | 3966 |
Profit Streak | 12.9213 | 0 | 239.9213 | 0 | 51.2546 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578907 | -323133 | -578113 | -581521 | 322806 | -583459 |
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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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