Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5896695.4062 | 139485.5819 | -6036180.9881 | -34583832.6005 | 23804046.862 | -58387879.4626 |
Total P&L (%) | -5896.6954 | 139.4856 | -6036.181 | -34583.8326 | 23804.0469 | -58387.8795 |
Avg Daily Profit (%) | -3.0039 | 0.0711 | -3.075 | 0 | 0.2794 | 0 |
Buy And Hold Return (%) | 1600.5827 | 1600.5827 | 1600.5827 | 1600.5827 | 1600.5827 | 1600.5827 |
Max Trade Drawdown | -6195753 | -60486 | -6200909 | -110936086 | -44496682 | -89367545 |
Profit Factor | 0.0941 | 1.8775 | 0.0495 | 0.8616 | 1.2564 | 0.628 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 55 | 29 | 26 | 39 | 19 | 20 |
Losing Trades | 21 | 9 | 12 | 37 | 19 | 18 |
Profitability (%) | 72.3684 | 76.3158 | 68.4211 | 51.3158 | 50 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.0359 | 0.5827 | 0.0228 | 0.8174 | 1.2564 | 0.5652 |
Largest Winning Trade | 29179 | 27770 | 29179 | 54026614 | 54026614 | 32080970 |
Largest Losing Trade | -6174313 | -49089 | -6174313 | -52476277 | -13122837 | -52476277 |
Avg Bars in Trades | 149 | 152 | 145 | 149 | 152 | 145 |
Avg Bars in Winners | 67 | 70 | 65 | 184 | 210 | 159 |
Avg Bars in Losers | 361 | 416 | 320 | 111 | 94 | 129 |
Bars Traded | 11335 | 5798 | 5537 | 11335 | 5798 | 5537 |
Profit Streak | 403.1565 | 0 | 558.8232 | 0 | 554.6565 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630792 | -259631 | -577418 | -634385 | 328684 | -580423 |
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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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