Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5740799.3514 | 104525.3656 | -5845324.717 | -11725919.424 | 16938725.6441 | -28664645.0681 |
Total P&L (%) | -5740.7994 | 104.5254 | -5845.3247 | -11725.9194 | 16938.7256 | -28664.6451 |
Avg Daily Profit (%) | -2.9238 | 0.0532 | -2.977 | 0 | 0.262 | 0 |
Buy And Hold Return (%) | 1306.2268 | 1306.2268 | 1306.2268 | 1306.2268 | 1306.2268 | 1306.2268 |
Max Trade Drawdown | -5994990 | -94228 | -5955468 | -126492594 | -44608424 | -81884170 |
Profit Factor | 0.0721 | 1.6702 | 0.0308 | 0.9244 | 1.2647 | 0.6855 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 69 | 36 | 33 | 49 | 23 | 26 |
Losing Trades | 15 | 6 | 9 | 35 | 19 | 16 |
Profitability (%) | 82.1429 | 85.7143 | 78.5714 | 58.3333 | 54.7619 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.0157 | 0.2784 | 0.0084 | 0.6603 | 1.0447 | 0.4219 |
Largest Winning Trade | 27978 | 27978 | 21491 | 49448970 | 49448970 | 43651964 |
Largest Losing Trade | -5911039 | -60419 | -5911039 | -58984790 | -11724513 | -58984790 |
Avg Bars in Trades | 89 | 89 | 88 | 89 | 89 | 88 |
Avg Bars in Winners | 34 | 34 | 34 | 105 | 124 | 88 |
Avg Bars in Losers | 340 | 420 | 287 | 66 | 47 | 88 |
Bars Traded | 7495 | 3766 | 3729 | 7495 | 3766 | 3729 |
Profit Streak | 397.0648 | 0 | 542.0648 | 0 | 596.0648 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575592 | -282731 | -576447 | -579473 | 348468 | -579191 |
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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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