Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1240126.612 | 68687.509 | -1308814.121 | 2257901.4399 | -43880370.6521 | 46138272.0921 |
Total P&L (%) | -1240.1266 | 68.6875 | -1308.8141 | 2257.9014 | -43880.3707 | 46138.2721 |
Avg Daily Profit (%) | -0.5487 | 0.0304 | -0.5791 | 0.1399 | 0 | 0.2719 |
Buy And Hold Return (%) | 466.3497 | 466.3497 | 466.3497 | 466.3497 | 466.3497 | 466.3497 |
Max Trade Drawdown | -1433631 | -143462 | -1422373 | -59731689 | -51630652 | -27274724 |
Profit Factor | 0.3096 | 1.3389 | 0.1786 | 1.0236 | 0.2419 | 2.2212 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 35 | 16 | 19 | 29 | 12 | 17 |
Losing Trades | 22 | 12 | 10 | 28 | 16 | 12 |
Profitability (%) | 61.4035 | 57.1429 | 65.5172 | 50.8772 | 42.8571 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.1946 | 1.0042 | 0.094 | 0.9883 | 0.3226 | 1.5679 |
Largest Winning Trade | 62245 | 62245 | 46285 | 46748912 | 9533733 | 46748912 |
Largest Losing Trade | -1028303 | -43624 | -1028303 | -20321465 | -20321465 | -16236054 |
Avg Bars in Trades | 70 | 81 | 58 | 70 | 81 | 58 |
Avg Bars in Winners | 27 | 24 | 29 | 33 | 24 | 39 |
Avg Bars in Losers | 138 | 158 | 113 | 108 | 125 | 86 |
Bars Traded | 3998 | 2291 | 1707 | 3998 | 2291 | 1707 |
Profit Streak | 73.3534 | 0 | 278.3534 | 73.3534 | 0 | 278.3534 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758241 | -337867 | -577450 | -382340 | -604611 | 551270 |
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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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