Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3554722.6752 | 73790.8153 | -3628513.4905 | -537913.6969 | 12092257.5109 | -12630171.2078 |
Total P&L (%) | -3554.7227 | 73.7908 | -3628.5135 | -537.9137 | 12092.2575 | -12630.1712 |
Avg Daily Profit (%) | -1.5998 | 0.0332 | -1.633 | 0 | 0.2164 | 0 |
Buy And Hold Return (%) | 537.5849 | 537.5849 | 537.5849 | 537.5849 | 537.5849 | 537.5849 |
Max Trade Drawdown | -3862987 | -145542 | -3757097 | -17667709 | -968712 | -17680895 |
Profit Factor | 0.2047 | 1.1815 | 0.1069 | 0.9801 | 4.2313 | 0.4591 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 132 | 65 | 67 | 98 | 52 | 46 |
Losing Trades | 80 | 41 | 39 | 114 | 54 | 60 |
Profitability (%) | 62.2642 | 61.3208 | 63.2075 | 46.2264 | 49.0566 | 43.3962 |
Ratio Avg Win / Avg Loss | 0.124 | 0.7453 | 0.0622 | 1.1402 | 4.3941 | 0.5988 |
Largest Winning Trade | 62332 | 62332 | 49112 | 6866515 | 6866515 | 2683942 |
Largest Losing Trade | -3657588 | -51502 | -3657588 | -17667709 | -585707 | -17667709 |
Avg Bars in Trades | 29 | 30 | 29 | 29 | 30 | 29 |
Avg Bars in Winners | 12 | 11 | 13 | 42 | 49 | 33 |
Avg Bars in Losers | 58 | 61 | 55 | 19 | 12 | 25 |
Bars Traded | 6307 | 3229 | 3078 | 6307 | 3229 | 3078 |
Profit Streak | 6.1048 | 62.4381 | 6.1048 | 0 | 0 | 0 |
Trades During Streak | 2 | 8 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576632 | -333987 | -578364 | -579191 | 531736 | -583340 |
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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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