Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5712104.7431 | -40705.4627 | -5671399.2804 | -193467.1906 | 11531333.6704 | -11724800.861 |
Total P&L (%) | -5712.1047 | -40.7055 | -5671.3993 | -193.4672 | 11531.3337 | -11724.8009 |
Avg Daily Profit (%) | -2.4204 | -0.0172 | -2.4031 | 0 | 0.2017 | 0 |
Buy And Hold Return (%) | 540.884 | 540.884 | 540.884 | 540.884 | 540.884 | 540.884 |
Max Trade Drawdown | -5854403 | -142372 | -5766006 | -24921933 | -5059438 | -19882757 |
Profit Factor | 0.0617 | 0.8194 | 0.0326 | 0.9937 | 2.7624 | 0.5128 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 14 | 16 | 33 | 19 | 14 |
Losing Trades | 28 | 15 | 13 | 25 | 10 | 15 |
Profitability (%) | 51.7241 | 48.2759 | 55.1724 | 56.8966 | 65.5172 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.0576 | 0.8779 | 0.0264 | 0.7528 | 1.4539 | 0.5495 |
Largest Winning Trade | 45284 | 31402 | 45284 | 9867287 | 9867287 | 7602797 |
Largest Losing Trade | -5684812 | -75323 | -5684812 | -16796563 | -3232154 | -16796563 |
Avg Bars in Trades | 76 | 79 | 74 | 76 | 79 | 74 |
Avg Bars in Winners | 41 | 39 | 42 | 73 | 87 | 54 |
Avg Bars in Losers | 114 | 116 | 112 | 81 | 63 | 92 |
Bars Traded | 4460 | 2309 | 2151 | 4460 | 2309 | 2151 |
Profit Streak | 22.6405 | 32.1405 | 0 | 0 | 0 | 53.1405 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759506 | -580963 | -580162 | -759383 | 510098 | -580517 |
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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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