Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4986559.2162 | 78742.9526 | -5065302.1688 | -3137161.3393 | 12461880.0989 | -15599041.4382 |
Total P&L (%) | -4986.5592 | 78.743 | -5065.3022 | -3137.1613 | 12461.8801 | -15599.0414 |
Avg Daily Profit (%) | -2.5396 | 0.0401 | -2.5797 | 0 | 0.2465 | 0 |
Buy And Hold Return (%) | 1432.3102 | 1432.3102 | 1432.3102 | 1432.3102 | 1432.3102 | 1432.3102 |
Max Trade Drawdown | -5267742 | -89775 | -5187853 | -40429294 | -4143699 | -40454291 |
Profit Factor | 0.1012 | 1.3742 | 0.051 | 0.9453 | 2.4348 | 0.6795 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 51 | 27 | 24 | 41 | 21 | 20 |
Losing Trades | 29 | 13 | 16 | 39 | 19 | 20 |
Profitability (%) | 63.75 | 67.5 | 60 | 51.25 | 52.5 | 50 |
Ratio Avg Win / Avg Loss | 0.0575 | 0.6617 | 0.034 | 0.8992 | 2.2029 | 0.6795 |
Largest Winning Trade | 39234 | 39234 | 33537 | 9582620 | 6944743 | 9582620 |
Largest Losing Trade | -5079732 | -52812 | -5079732 | -40429294 | -2456080 | -40429294 |
Avg Bars in Trades | 94 | 96 | 92 | 94 | 96 | 92 |
Avg Bars in Winners | 48 | 49 | 48 | 124 | 137 | 110 |
Avg Bars in Losers | 173 | 193 | 157 | 61 | 49 | 73 |
Bars Traded | 7526 | 3844 | 3682 | 7526 | 3844 | 3682 |
Profit Streak | 406.6324 | 0 | 557.8824 | 0 | 600.6324 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601909 | -303945 | -578494 | -604393 | 517851 | -580749 |
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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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