Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2798195.3975 | 84876.3034 | -2883071.7009 | -207533.7598 | 39018299.9009 | -39225833.6607 |
Total P&L (%) | -2798.1954 | 84.8763 | -2883.0717 | -207.5338 | 39018.2999 | -39225.8337 |
Avg Daily Profit (%) | -1.3699 | 0.0416 | -1.4114 | 0 | 0.2927 | 0 |
Buy And Hold Return (%) | 2861.05 | 2861.05 | 2861.05 | 2861.05 | 2861.05 | 2861.05 |
Max Trade Drawdown | -2978778 | -193960 | -2954953 | -49637526 | -6032785 | -52825318 |
Profit Factor | 0.2345 | 1.1982 | 0.1066 | 0.9969 | 4.3336 | 0.294 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 59 | 27 | 32 | 43 | 22 | 21 |
Losing Trades | 26 | 15 | 11 | 42 | 20 | 22 |
Profitability (%) | 69.4118 | 64.2857 | 74.4186 | 50.5882 | 52.381 | 48.8372 |
Ratio Avg Win / Avg Loss | 0.1033 | 0.6657 | 0.0367 | 0.9737 | 3.9396 | 0.308 |
Largest Winning Trade | 106207 | 106207 | 29332 | 26078221 | 26078221 | 9962467 |
Largest Losing Trade | -1693291 | -74419 | -1693291 | -41174919 | -6032785 | -41174919 |
Avg Bars in Trades | 139 | 153 | 125 | 139 | 153 | 125 |
Avg Bars in Winners | 66 | 69 | 63 | 123 | 144 | 102 |
Avg Bars in Losers | 305 | 304 | 306 | 154 | 163 | 147 |
Bars Traded | 11839 | 6447 | 5392 | 11839 | 6447 | 5392 |
Profit Streak | 0 | 406.3523 | 0 | 311.3523 | 0 | 314.1857 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577756 | -304094 | -577561 | -579887 | 593561 | -580591 |
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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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