Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5653898.2169 | 99424.4893 | -5753322.7061 | -8952174.5372 | 9230472.7076 | -18182647.2448 |
Total P&L (%) | -5653.8982 | 99.4245 | -5753.3227 | -8952.1745 | 9230.4727 | -18182.6472 |
Avg Daily Profit (%) | -2.8802 | 0.0506 | -2.9309 | 0 | 0.2313 | 0 |
Buy And Hold Return (%) | 1837.6915 | 1837.6915 | 1837.6915 | 1837.6915 | 1837.6915 | 1837.6915 |
Max Trade Drawdown | -5862056 | -67443 | -5873036 | -28269084 | -9837970 | -26137079 |
Profit Factor | 0.0903 | 1.5481 | 0.0465 | 0.8693 | 1.4432 | 0.6186 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 49 | 27 | 22 | 37 | 20 | 17 |
Losing Trades | 23 | 9 | 14 | 35 | 16 | 19 |
Profitability (%) | 68.0556 | 75 | 61.1111 | 51.3889 | 55.5556 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.0424 | 0.5161 | 0.0296 | 0.8223 | 1.1546 | 0.6914 |
Largest Winning Trade | 48150 | 48150 | 45862 | 12699845 | 12699845 | 7884935 |
Largest Losing Trade | -5823481 | -46257 | -5823481 | -23641624 | -4203998 | -23641624 |
Avg Bars in Trades | 157 | 160 | 154 | 157 | 160 | 154 |
Avg Bars in Winners | 79 | 90 | 66 | 198 | 228 | 163 |
Avg Bars in Losers | 322 | 369 | 292 | 113 | 75 | 146 |
Bars Traded | 11330 | 5775 | 5555 | 11330 | 5775 | 5555 |
Profit Streak | 400.7291 | 0 | 545.0625 | 0 | 597.8958 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661351 | -287879 | -578756 | -664375 | 332927 | -581860 |
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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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