Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4977201.9263 | 50058.2527 | -5027260.1791 | -133416.7386 | 18045940.5632 | -18179357.3018 |
Total P&L (%) | -4977.2019 | 50.0583 | -5027.2602 | -133.4167 | 18045.9406 | -18179.3573 |
Avg Daily Profit (%) | -2.0961 | 0.0211 | -2.1172 | 0 | 0.2193 | 0 |
Buy And Hold Return (%) | 469.4118 | 469.4118 | 469.4118 | 469.4118 | 469.4118 | 469.4118 |
Max Trade Drawdown | -5210473 | -171954 | -5115134 | -38703627 | -13619882 | -39364598 |
Profit Factor | 0.1047 | 1.1819 | 0.0486 | 0.998 | 1.6884 | 0.5504 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 15 | 20 | 25 | 14 | 11 |
Losing Trades | 27 | 16 | 11 | 37 | 17 | 20 |
Profitability (%) | 56.4516 | 48.3871 | 64.5161 | 40.3226 | 45.1613 | 35.4839 |
Ratio Avg Win / Avg Loss | 0.0808 | 1.2607 | 0.0267 | 1.477 | 2.0503 | 1.0007 |
Largest Winning Trade | 132347 | 132347 | 48764 | 13555901 | 12692000 | 13555901 |
Largest Losing Trade | -5067885 | -57556 | -5067885 | -15754307 | -8774868 | -15754307 |
Avg Bars in Trades | 72 | 80 | 63 | 72 | 80 | 63 |
Avg Bars in Winners | 31 | 33 | 30 | 104 | 132 | 69 |
Avg Bars in Losers | 124 | 124 | 125 | 50 | 37 | 61 |
Bars Traded | 4472 | 2489 | 1983 | 4472 | 2489 | 1983 |
Profit Streak | 42.5863 | 42.5863 | 250.0863 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737018 | -351030 | -577560 | -741652 | 341273 | -584796 |
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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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