Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6667349.8287 | 123571.7606 | -6790921.5893 | 46772957.2878 | -2369851.723 | 49142809.0108 |
Total P&L (%) | -6667.3498 | 123.5718 | -6790.9216 | 46772.9573 | -2369.8517 | 49142.809 |
Avg Daily Profit (%) | -2.9385 | 0.0545 | -2.9929 | 0.2714 | 0 | 0.2736 |
Buy And Hold Return (%) | 8582.7512 | 8582.7512 | 8582.7512 | 8582.7512 | 8582.7512 | 8582.7512 |
Max Trade Drawdown | -6841294 | -21968 | -6919211 | -47151015 | -7891303 | -40640935 |
Profit Factor | 0.0816 | 2.4441 | 0.0534 | 1.4519 | 0.9191 | 1.6622 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 66 | 33 | 33 | 68 | 33 | 35 |
Losing Trades | 59 | 30 | 29 | 57 | 30 | 27 |
Profitability (%) | 52.8 | 52.381 | 53.2258 | 54.4 | 52.381 | 56.4516 |
Ratio Avg Win / Avg Loss | 0.073 | 2.2219 | 0.047 | 1.2171 | 0.8355 | 1.2823 |
Largest Winning Trade | 44335 | 44335 | 36259 | 48982158 | 5806017 | 48982158 |
Largest Losing Trade | -6739269 | -12079 | -6739269 | -12759203 | -4291781 | -12759203 |
Avg Bars in Trades | 102 | 14 | 192 | 102 | 14 | 192 |
Avg Bars in Winners | 73 | 15 | 131 | 102 | 13 | 186 |
Avg Bars in Losers | 135 | 13 | 261 | 102 | 15 | 199 |
Bars Traded | 12836 | 919 | 11917 | 12836 | 919 | 11917 |
Profit Streak | 108.0673 | 108.0673 | 109.9006 | 108.0673 | 108.0673 | 109.9006 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578691 | -426448 | -733582 | 393137 | -725913 | -142531 |
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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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