Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5371918.1126 | 166066.38 | -5537984.4926 | 37389411.5142 | -27905518.5129 | 65294930.0271 |
Total P&L (%) | -5371.9181 | 166.0664 | -5537.9845 | 37389.4115 | -27905.5185 | 65294.93 |
Avg Daily Profit (%) | -2.3609 | 0.073 | -2.4339 | 0.2608 | 0 | 0.2853 |
Buy And Hold Return (%) | 10548.9412 | 10548.9412 | 10548.9412 | 10548.9412 | 10548.9412 | 10548.9412 |
Max Trade Drawdown | -5510923 | -83067 | -5597149 | -54163139 | -42571192 | -47488146 |
Profit Factor | 0.0932 | 2.2215 | 0.0432 | 1.2894 | 0.5759 | 2.0303 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 45 | 22 | 23 | 23 | 11 | 12 |
Losing Trades | 15 | 8 | 7 | 37 | 19 | 18 |
Profitability (%) | 75 | 73.3333 | 76.6667 | 38.3333 | 36.6667 | 40 |
Ratio Avg Win / Avg Loss | 0.0311 | 0.8078 | 0.0131 | 2.0743 | 0.9947 | 3.0454 |
Largest Winning Trade | 77287 | 77287 | 22568 | 85886189 | 16928261 | 85886189 |
Largest Losing Trade | -5497995 | -41887 | -5497995 | -11907568 | -11907568 | -8502406 |
Avg Bars in Trades | 104 | 111 | 97 | 104 | 111 | 97 |
Avg Bars in Winners | 49 | 66 | 33 | 142 | 172 | 115 |
Avg Bars in Losers | 269 | 234 | 310 | 81 | 76 | 86 |
Bars Traded | 6277 | 3338 | 2939 | 6277 | 3338 | 2939 |
Profit Streak | 106.6002 | 106.6002 | 239.6002 | 106.6002 | 106.6002 | 358.6002 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750079 | -256280 | -576396 | -170295 | -585449 | 341706 |
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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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