Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6453424.5312 | 29741.9594 | -6483166.4906 | -5829183.5268 | 3478775.5598 | -9307959.0866 |
Total P&L (%) | -6453.4245 | 29.742 | -6483.1665 | -5829.1835 | 3478.7756 | -9307.9591 |
Avg Daily Profit (%) | -2.7281 | 0.0126 | -2.7407 | 0 | 0.1514 | 0 |
Buy And Hold Return (%) | 519.469 | 519.469 | 519.469 | 519.469 | 519.469 | 519.469 |
Max Trade Drawdown | -6642549 | -22049 | -6647693 | -43826677 | -4789848 | -40541520 |
Profit Factor | 0.0599 | 1.6672 | 0.0494 | 0.9021 | 1.4706 | 0.8215 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 40 | 20 | 20 | 23 | 14 | 9 |
Losing Trades | 19 | 10 | 9 | 36 | 16 | 20 |
Profitability (%) | 67.7966 | 66.6667 | 68.9655 | 38.9831 | 46.6667 | 31.0345 |
Ratio Avg Win / Avg Loss | 0.0285 | 0.8336 | 0.0222 | 1.412 | 1.6807 | 1.8256 |
Largest Winning Trade | 62058 | 15670 | 62058 | 14516271 | 6085313 | 14516271 |
Largest Losing Trade | -6626479 | -13960 | -6626479 | -12010215 | -1973770 | -12010215 |
Avg Bars in Trades | 76 | 1 | 153 | 76 | 1 | 153 |
Avg Bars in Winners | 57 | 1 | 113 | 54 | 1 | 137 |
Avg Bars in Losers | 115 | 1 | 241 | 89 | 1 | 160 |
Bars Traded | 4489 | 46 | 4443 | 4489 | 46 | 4443 |
Profit Streak | 4.1275 | 4.6275 | 4.1275 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757128 | -337786 | -578014 | -763173 | 309297 | -585430 |
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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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