Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3161861.9616 | 81578.0263 | -3243439.9879 | -4192664.4925 | 12693938.8259 | -16886603.3184 |
Total P&L (%) | -3161.862 | 81.578 | -3243.44 | -4192.6645 | 12693.9388 | -16886.6033 |
Avg Daily Profit (%) | -1.4283 | 0.0369 | -1.4652 | 0 | 0.2194 | 0 |
Buy And Hold Return (%) | 457.0269 | 457.0269 | 457.0269 | 457.0269 | 457.0269 | 457.0269 |
Max Trade Drawdown | -3485474 | -99493 | -3417103 | -14985306 | -3407926 | -20095805 |
Profit Factor | 0.1881 | 1.2724 | 0.0978 | 0.9005 | 2.0047 | 0.4273 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 50 | 25 | 25 | 41 | 22 | 19 |
Losing Trades | 34 | 17 | 17 | 43 | 20 | 23 |
Profitability (%) | 59.5238 | 59.5238 | 59.5238 | 48.8095 | 52.381 | 45.2381 |
Ratio Avg Win / Avg Loss | 0.1279 | 0.8652 | 0.0665 | 0.9444 | 1.8224 | 0.5173 |
Largest Winning Trade | 57981 | 57981 | 55758 | 5293741 | 5293741 | 4284887 |
Largest Losing Trade | -3383579 | -49372 | -3383579 | -14985306 | -3134986 | -14985306 |
Avg Bars in Trades | 71 | 71 | 71 | 71 | 71 | 71 |
Avg Bars in Winners | 43 | 44 | 42 | 90 | 103 | 74 |
Avg Bars in Losers | 112 | 110 | 113 | 53 | 36 | 68 |
Bars Traded | 6002 | 3003 | 2998 | 6002 | 3003 | 2998 |
Profit Streak | 73.4542 | 101.1209 | 73.4542 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577567 | -308526 | -578534 | -581016 | 445130 | -582586 |
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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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