Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5628395.2664 | 222736.6301 | -5851131.8965 | -59002997.292 | 45819974.524 | -104822971.8161 |
Total P&L (%) | -5628.3953 | 222.7366 | -5851.1319 | -59002.9973 | 45819.9745 | -104822.9718 |
Avg Daily Profit (%) | -2.8658 | 0.1134 | -2.9792 | 0 | 0.3126 | 0 |
Buy And Hold Return (%) | 2577.4877 | 2577.4877 | 2577.4877 | 2577.4877 | 2577.4877 | 2577.4877 |
Max Trade Drawdown | -5983817 | -63631 | -5990540 | -263394479 | -121522146 | -162400513 |
Profit Factor | 0.1001 | 2.6152 | 0.0434 | 0.8642 | 1.2263 | 0.5483 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 63 | 34 | 29 | 45 | 22 | 23 |
Losing Trades | 14 | 4 | 10 | 32 | 16 | 16 |
Profitability (%) | 81.8182 | 89.4737 | 74.359 | 58.4416 | 57.8947 | 58.9744 |
Ratio Avg Win / Avg Loss | 0.0223 | 0.3077 | 0.015 | 0.6145 | 0.8919 | 0.3814 |
Largest Winning Trade | 49255 | 46738 | 49255 | 147187938 | 147187938 | 44980372 |
Largest Losing Trade | -5983817 | -56203 | -5983817 | -90512070 | -29979533 | -90512070 |
Avg Bars in Trades | 46 | 44 | 49 | 46 | 44 | 49 |
Avg Bars in Winners | 21 | 23 | 18 | 52 | 59 | 46 |
Avg Bars in Losers | 160 | 221 | 136 | 38 | 24 | 52 |
Bars Traded | 3607 | 1692 | 1916 | 3607 | 1692 | 1916 |
Profit Streak | 398.7572 | 0 | 534.7572 | 0 | 592.7572 | 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 | -622126 | -200338 | -577015 | -625683 | 309122 | -579594 |
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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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