Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2628574.1799 | 11284.0042 | -2639858.1841 | -95867.5221 | 18475464.3683 | -18571331.8904 |
Total P&L (%) | -2628.5742 | 11.284 | -2639.8582 | -95.8675 | 18475.4644 | -18571.3319 |
Avg Daily Profit (%) | -1.2868 | 0.0055 | -1.2924 | -0.1559 | 0.2561 | 0 |
Buy And Hold Return (%) | 2861.05 | 2861.05 | 2861.05 | 2861.05 | 2861.05 | 2861.05 |
Max Trade Drawdown | -2799032 | -222063 | -2719124 | -27882375 | -4156171 | -25720124 |
Profit Factor | 0.2165 | 1.0261 | 0.0965 | 0.997 | 4.8909 | 0.311 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 56 | 27 | 29 | 50 | 26 | 24 |
Losing Trades | 28 | 15 | 13 | 34 | 16 | 18 |
Profitability (%) | 66.6667 | 64.2857 | 69.0476 | 59.5238 | 61.9048 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1082 | 0.57 | 0.0432 | 0.6779 | 3.0098 | 0.2333 |
Largest Winning Trade | 95601 | 95601 | 32372 | 11226591 | 11226591 | 3641257 |
Largest Losing Trade | -1452394 | -74924 | -1452394 | -23726203 | -4156171 | -23726203 |
Avg Bars in Trades | 142 | 156 | 128 | 142 | 156 | 128 |
Avg Bars in Winners | 62 | 64 | 60 | 112 | 127 | 97 |
Avg Bars in Losers | 302 | 321 | 280 | 185 | 203 | 170 |
Bars Traded | 11948 | 6559 | 5388 | 11948 | 6559 | 5388 |
Profit Streak | 0 | 408.1032 | 0 | 0 | 408.1032 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578115 | -541520 | -578265 | -579041 | 676688 | -579808 |
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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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