Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5845864.7509 | 51409.8719 | -5897274.6228 | -3984829.725 | 8278540.4866 | -12263370.2116 |
Total P&L (%) | -5845.8648 | 51.4099 | -5897.2746 | -3984.8297 | 8278.5405 | -12263.3702 |
Avg Daily Profit (%) | -2.9765 | 0.0262 | -3.0027 | 0 | 0.2257 | 0 |
Buy And Hold Return (%) | 2444.6009 | 2444.6009 | 2444.6009 | 2444.6009 | 2444.6009 | 2444.6009 |
Max Trade Drawdown | -6037733 | -88980 | -5980878 | -39583932 | -9690301 | -29893631 |
Profit Factor | 0.0682 | 1.2819 | 0.0319 | 0.9246 | 1.529 | 0.6705 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 49 | 24 | 25 | 35 | 18 | 17 |
Losing Trades | 16 | 8 | 8 | 30 | 14 | 16 |
Profitability (%) | 75.3846 | 75 | 75.7576 | 53.8462 | 56.25 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.0223 | 0.4273 | 0.0102 | 0.7925 | 1.1892 | 0.6311 |
Largest Winning Trade | 42960 | 42960 | 18775 | 16963501 | 11493499 | 16963501 |
Largest Losing Trade | -5921635 | -57865 | -5921635 | -28057183 | -6993296 | -28057183 |
Avg Bars in Trades | 84 | 88 | 81 | 84 | 88 | 81 |
Avg Bars in Winners | 31 | 34 | 29 | 96 | 109 | 82 |
Avg Bars in Losers | 246 | 248 | 243 | 70 | 60 | 80 |
Bars Traded | 5496 | 2821 | 2675 | 5496 | 2821 | 2675 |
Profit Streak | 402.681 | 0 | 546.0143 | 0 | 594.681 | 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 | -712901 | -322167 | -576880 | -716279 | 300037 | -580606 |
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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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