Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6898093.6787 | 89709.4278 | -6987803.1065 | -9873726.4013 | 25470442.0411 | -35344168.4424 |
Total P&L (%) | -6898.0937 | 89.7094 | -6987.8031 | -9873.7264 | 25470.442 | -35344.1684 |
Avg Daily Profit (%) | -3.5123 | 0.0457 | -3.5579 | 0 | 0.2827 | 0 |
Buy And Hold Return (%) | 2256.5217 | 2256.5217 | 2256.5217 | 2256.5217 | 2256.5217 | 2256.5217 |
Max Trade Drawdown | -7102546 | -109511 | -7086515 | -93931104 | -50373942 | -52702833 |
Profit Factor | 0.0785 | 1.3778 | 0.0359 | 0.9382 | 1.3619 | 0.6049 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 70 | 34 | 36 | 42 | 22 | 20 |
Losing Trades | 25 | 13 | 12 | 53 | 25 | 28 |
Profitability (%) | 73.6842 | 72.3404 | 75 | 44.2105 | 46.8085 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.028 | 0.5268 | 0.012 | 1.184 | 1.5476 | 0.8468 |
Largest Winning Trade | 29099 | 29099 | 21216 | 46479794 | 46479794 | 14335157 |
Largest Losing Trade | -7057197 | -59634 | -7057197 | -35835719 | -10304096 | -35835719 |
Avg Bars in Trades | 38 | 40 | 37 | 38 | 40 | 37 |
Avg Bars in Winners | 16 | 15 | 17 | 55 | 61 | 48 |
Avg Bars in Losers | 100 | 105 | 95 | 25 | 22 | 28 |
Bars Traded | 3694 | 1918 | 1777 | 3694 | 1918 | 1777 |
Profit Streak | 400.4941 | 0 | 554.9941 | 0 | 549.9941 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576591 | -295811 | -576114 | -581109 | 364196 | -583930 |
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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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