Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6112235.2846 | 43205.3975 | -6155440.682 | -4217829.9122 | 7591446.1525 | -11809276.0648 |
Total P&L (%) | -6112.2353 | 43.2054 | -6155.4407 | -4217.8299 | 7591.4462 | -11809.2761 |
Avg Daily Profit (%) | -3.1137 | 0.022 | -3.1357 | 0 | 0.2215 | 0 |
Buy And Hold Return (%) | 1597.5392 | 1597.5392 | 1597.5392 | 1597.5392 | 1597.5392 | 1597.5392 |
Max Trade Drawdown | -6276330 | -93032 | -6241101 | -29829105 | -12243350 | -21692848 |
Profit Factor | 0.078 | 1.1868 | 0.0379 | 0.9225 | 1.4021 | 0.6677 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 67 | 34 | 33 | 51 | 28 | 23 |
Losing Trades | 31 | 15 | 16 | 47 | 21 | 26 |
Profitability (%) | 68.3673 | 69.3878 | 67.3469 | 52.0408 | 57.1429 | 46.9388 |
Ratio Avg Win / Avg Loss | 0.0361 | 0.5236 | 0.0184 | 0.8501 | 1.0515 | 0.7548 |
Largest Winning Trade | 31399 | 31399 | 27643 | 11593187 | 11593187 | 8484277 |
Largest Losing Trade | -6188513 | -56260 | -6188513 | -19122171 | -5144411 | -19122171 |
Avg Bars in Trades | 115 | 120 | 110 | 115 | 120 | 110 |
Avg Bars in Winners | 39 | 38 | 40 | 134 | 147 | 117 |
Avg Bars in Losers | 280 | 306 | 255 | 95 | 84 | 104 |
Bars Traded | 11339 | 5912 | 5427 | 11339 | 5912 | 5427 |
Profit Streak | 407.4513 | 0 | 563.618 | 0 | 558.118 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577272 | -343362 | -577474 | -580252 | 323310 | -581872 |
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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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