Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6570171.947 | 45536.015 | -6615707.962 | 44948558.3492 | 14336417.4354 | 30612140.9138 |
Total P&L (%) | -6570.1719 | 45.536 | -6615.708 | 44948.5583 | 14336.4174 | 30612.1409 |
Avg Daily Profit (%) | -3.1546 | 0.0219 | -3.1764 | 0.2938 | 0.239 | 0.2754 |
Buy And Hold Return (%) | 588.7927 | 588.7927 | 588.7927 | 588.7927 | 588.7927 | 588.7927 |
Max Trade Drawdown | -6715127 | -57811 | -6713118 | -26510671 | -6642236 | -29849227 |
Profit Factor | 0.0631 | 1.42 | 0.0418 | 1.7465 | 1.6933 | 1.7743 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 47 | 24 | 23 | 39 | 21 | 18 |
Losing Trades | 30 | 15 | 15 | 38 | 18 | 20 |
Profitability (%) | 61.039 | 61.5385 | 60.5263 | 50.6494 | 53.8462 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.0403 | 0.8875 | 0.0272 | 1.7017 | 1.4514 | 1.9714 |
Largest Winning Trade | 45513 | 28940 | 45513 | 38295532 | 9853162 | 38295532 |
Largest Losing Trade | -6707174 | -40219 | -6707174 | -7656003 | -4513815 | -7656003 |
Avg Bars in Trades | 315 | 57 | 580 | 315 | 57 | 580 |
Avg Bars in Winners | 252 | 42 | 472 | 231 | 46 | 448 |
Avg Bars in Losers | 414 | 81 | 746 | 401 | 71 | 699 |
Bars Traded | 24307 | 2249 | 22058 | 24307 | 2249 | 22058 |
Profit Streak | 0.1943 | 167.6943 | 0 | 0.1943 | 167.6943 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -629093 | -327384 | -579400 | -37789 | 445335 | 397298 |
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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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