Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5176175.4002 | 249031.2255 | -5425206.6258 | 200597410.7011 | -420696.4291 | 201018107.1302 |
Total P&L (%) | -5176.1754 | 249.0312 | -5425.2066 | 200597.4107 | -420.6964 | 201018.1071 |
Avg Daily Profit (%) | -2.2843 | 0.1099 | -2.3942 | 0.3362 | 0 | 0.3362 |
Buy And Hold Return (%) | 11047.8203 | 11047.8203 | 11047.8203 | 11047.8203 | 11047.8203 | 11047.8203 |
Max Trade Drawdown | -5482045 | -71685 | -5551043 | -81923575 | -76413136 | -73122925 |
Profit Factor | 0.1344 | 2.0579 | 0.0555 | 1.6422 | 0.9978 | 2.6373 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 57 | 25 | 32 | 59 | 31 | 28 |
Losing Trades | 52 | 30 | 22 | 50 | 24 | 26 |
Profitability (%) | 52.2936 | 45.4545 | 59.2593 | 54.1284 | 56.3636 | 51.8519 |
Ratio Avg Win / Avg Loss | 0.1226 | 2.4695 | 0.0382 | 1.3917 | 0.7725 | 2.4489 |
Largest Winning Trade | 68135 | 68135 | 33097 | 175058940 | 48206180 | 175058940 |
Largest Losing Trade | -5368049 | -35794 | -5368049 | -32226341 | -32226341 | -24731331 |
Avg Bars in Trades | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Winners | 44 | 48 | 41 | 60 | 59 | 60 |
Avg Bars in Losers | 71 | 66 | 78 | 54 | 56 | 51 |
Bars Traded | 6248 | 3192 | 3056 | 6248 | 3192 | 3056 |
Profit Streak | 0 | 0 | 80.4279 | 0 | 0 | 80.4279 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580190 | -389963 | -758265 | 432896 | -760008 | -164215 |
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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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