Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6194216.3328 | 101573.0578 | -6295789.3906 | -5086881.0678 | 18669941.0716 | -23756822.1394 |
Total P&L (%) | -6194.2163 | 101.5731 | -6295.7894 | -5086.8811 | 18669.9411 | -23756.8221 |
Avg Daily Profit (%) | -3.1539 | 0.0517 | -3.2056 | 0 | 0.2669 | 0 |
Buy And Hold Return (%) | 1782.8784 | 1782.8784 | 1782.8784 | 1782.8784 | 1782.8784 | 1782.8784 |
Max Trade Drawdown | -6482619 | -108901 | -6441306 | -72551344 | -26998364 | -55367207 |
Profit Factor | 0.0842 | 1.4915 | 0.0398 | 0.9539 | 1.5743 | 0.6944 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 44 | 22 | 22 | 30 | 15 | 15 |
Losing Trades | 18 | 9 | 9 | 32 | 16 | 16 |
Profitability (%) | 70.9677 | 70.9677 | 70.9677 | 48.3871 | 48.3871 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.0344 | 0.6102 | 0.0163 | 1.0175 | 1.6793 | 0.7407 |
Largest Winning Trade | 59680 | 59680 | 48839 | 29008358 | 24710191 | 29008358 |
Largest Losing Trade | -6337947 | -61273 | -6337947 | -55210439 | -15993557 | -55210439 |
Avg Bars in Trades | 91 | 95 | 87 | 91 | 95 | 87 |
Avg Bars in Winners | 44 | 46 | 42 | 125 | 139 | 111 |
Avg Bars in Losers | 205 | 214 | 196 | 59 | 53 | 64 |
Bars Traded | 5647 | 2947 | 2700 | 5647 | 2947 | 2700 |
Profit Streak | 399.2946 | 0 | 553.2946 | 0 | 549.9613 | 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 | -735974 | -287362 | -577140 | -738238 | 410309 | -581445 |
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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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