Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6051004.9116 | 185007.23 | -6236012.1416 | -57953730.8555 | 36703553.1776 | -94657284.0332 |
Total P&L (%) | -6051.0049 | 185.0072 | -6236.0121 | -57953.7309 | 36703.5532 | -94657.284 |
Avg Daily Profit (%) | -3.0817 | 0.0942 | -3.176 | 0 | 0.3014 | 0 |
Buy And Hold Return (%) | 2531.068 | 2531.068 | 2531.068 | 2531.068 | 2531.068 | 2531.068 |
Max Trade Drawdown | -6421656 | -72536 | -6411658 | -176764557 | -80158612 | -127433382 |
Profit Factor | 0.0942 | 2.2113 | 0.0447 | 0.8454 | 1.2542 | 0.5891 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 45 | 23 | 22 | 33 | 17 | 16 |
Losing Trades | 14 | 6 | 8 | 26 | 12 | 14 |
Profitability (%) | 76.2712 | 79.3103 | 73.3333 | 55.9322 | 58.6207 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.0293 | 0.5769 | 0.0163 | 0.666 | 0.8853 | 0.5155 |
Largest Winning Trade | 71493 | 71493 | 49265 | 55265133 | 55265133 | 38777569 |
Largest Losing Trade | -6390114 | -48531 | -6390114 | -98794380 | -28630909 | -98794380 |
Avg Bars in Trades | 125 | 126 | 123 | 125 | 126 | 123 |
Avg Bars in Winners | 62 | 65 | 59 | 162 | 181 | 142 |
Avg Bars in Losers | 324 | 358 | 300 | 77 | 48 | 102 |
Bars Traded | 7375 | 3664 | 3711 | 7375 | 3664 | 3711 |
Profit Streak | 405.8824 | 0 | 559.6324 | 0 | 559.1324 | 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 | -756286 | -227778 | -576841 | -759508 | 312736 | -580393 |
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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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