Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4939493.8875 | -54204.5029 | -4885289.3846 | -499989.2872 | 6858866.0329 | -7358855.3202 |
Total P&L (%) | -4939.4939 | -54.2045 | -4885.2894 | -499.9893 | 6858.866 | -7358.8553 |
Avg Daily Profit (%) | -2.2341 | -0.0245 | -2.2095 | 0 | 0.1921 | 0 |
Buy And Hold Return (%) | 196.5799 | 196.5799 | 196.5799 | 196.5799 | 196.5799 | 196.5799 |
Max Trade Drawdown | -5121442 | -149347 | -5014309 | -7865156 | -497165 | -8665996 |
Profit Factor | 0.0889 | 0.8265 | 0.0438 | 0.9551 | 6.5742 | 0.2574 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 14 | 15 | 30 | 18 | 12 |
Losing Trades | 28 | 15 | 13 | 27 | 11 | 16 |
Profitability (%) | 50.8772 | 48.2759 | 53.5714 | 52.6316 | 62.069 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0859 | 0.8856 | 0.038 | 0.8596 | 4.0176 | 0.3433 |
Largest Winning Trade | 47361 | 47361 | 39317 | 2584546 | 2584546 | 1189273 |
Largest Losing Trade | -4913469 | -46343 | -4913469 | -7822953 | -497165 | -7822953 |
Avg Bars in Trades | 73 | 82 | 65 | 73 | 82 | 65 |
Avg Bars in Winners | 57 | 64 | 51 | 86 | 104 | 59 |
Avg Bars in Losers | 90 | 98 | 81 | 59 | 44 | 70 |
Bars Traded | 4217 | 2380 | 1837 | 4217 | 2380 | 1837 |
Profit Streak | 25.982 | 27.482 | 0 | 0 | 0 | 32.482 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759622 | -580962 | -601370 | -759936 | 648276 | -603614 |
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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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