Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5862741.3283 | 238872.5281 | -6101613.8564 | 112281755.8496 | -7802178.1074 | 120083933.957 |
Total P&L (%) | -5862.7413 | 238.8725 | -6101.6139 | 112281.7559 | -7802.1781 | 120083.934 |
Avg Daily Profit (%) | -2.5984 | 0.1059 | -2.7042 | 0.3118 | 0 | 0.3148 |
Buy And Hold Return (%) | 10481.7953 | 10481.7953 | 10481.7953 | 10481.7953 | 10481.7953 | 10481.7953 |
Max Trade Drawdown | -6122178 | -72286 | -6197929 | -126108869 | -72193598 | -105136863 |
Profit Factor | 0.112 | 2.2087 | 0.0473 | 1.3301 | 0.9563 | 1.7429 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 56 | 29 | 27 | 60 | 33 | 27 |
Losing Trades | 49 | 24 | 25 | 45 | 20 | 25 |
Profitability (%) | 53.3333 | 54.717 | 51.9231 | 57.1429 | 62.2642 | 51.9231 |
Ratio Avg Win / Avg Loss | 0.098 | 1.8279 | 0.0438 | 0.9976 | 0.5796 | 1.6138 |
Largest Winning Trade | 61231 | 61231 | 32786 | 146972179 | 20084164 | 146972179 |
Largest Losing Trade | -6095297 | -32033 | -6095297 | -36869116 | -36869116 | -24431864 |
Avg Bars in Trades | 61 | 64 | 57 | 61 | 64 | 57 |
Avg Bars in Winners | 44 | 51 | 36 | 61 | 59 | 64 |
Avg Bars in Losers | 80 | 80 | 81 | 60 | 72 | 51 |
Bars Traded | 6428 | 3416 | 3012 | 6428 | 3416 | 3012 |
Profit Streak | 31.2055 | 89.5388 | 0 | 31.2055 | 89.5388 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579526 | -391263 | -760584 | 336239 | -757839 | -167483 |
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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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