Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4524038.9012 | 146425.1109 | -4670464.0121 | -12604435.8683 | 19474939.1019 | -32079374.9702 |
Total P&L (%) | -4524.0389 | 146.4251 | -4670.464 | -12604.4359 | 19474.9391 | -32079.375 |
Avg Daily Profit (%) | -2.3041 | 0.0746 | -2.3786 | 0 | 0.2691 | 0 |
Buy And Hold Return (%) | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 |
Max Trade Drawdown | -4829791 | -110063 | -4774637 | -93954052 | -34199201 | -59754851 |
Profit Factor | 0.101 | 1.8279 | 0.038 | 0.9114 | 1.3215 | 0.6072 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 21 | 16 | 34 | 17 | 17 |
Losing Trades | 24 | 10 | 14 | 27 | 14 | 13 |
Profitability (%) | 60.6557 | 67.7419 | 53.3333 | 55.7377 | 54.8387 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.0655 | 0.8704 | 0.0333 | 0.7238 | 1.0883 | 0.4644 |
Largest Winning Trade | 49601 | 49601 | 41790 | 39884253 | 39884253 | 16914245 |
Largest Losing Trade | -4744413 | -53513 | -4744413 | -53899264 | -27878692 | -53899264 |
Avg Bars in Trades | 123 | 117 | 128 | 123 | 117 | 128 |
Avg Bars in Winners | 78 | 72 | 85 | 144 | 173 | 116 |
Avg Bars in Losers | 192 | 211 | 178 | 95 | 49 | 144 |
Bars Traded | 7503 | 3640 | 3863 | 7503 | 3640 | 3863 |
Profit Streak | 392.5222 | 392.5222 | 543.2722 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744036 | -255238 | -579434 | -746034 | 339517 | -579961 |
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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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