Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5737930.261 | 309485.3361 | -6047415.5971 | 158785684.306 | -103728201.5473 | 262513885.8533 |
Total P&L (%) | -5737.9303 | 309.4853 | -6047.4156 | 158785.6843 | -103728.2015 | 262513.8859 |
Avg Daily Profit (%) | -2.5333 | 0.1366 | -2.6699 | 0.326 | 0 | 0.3482 |
Buy And Hold Return (%) | 12097.3094 | 12097.3094 | 12097.3094 | 12097.3094 | 12097.3094 | 12097.3094 |
Max Trade Drawdown | -6050279 | -79571 | -6125722 | -157257531 | -154751329 | -72876359 |
Profit Factor | 0.1134 | 2.8374 | 0.0406 | 1.4913 | 0.5243 | 3.4966 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 15 | 20 | 27 | 15 | 12 |
Losing Trades | 23 | 14 | 9 | 31 | 14 | 17 |
Profitability (%) | 60.3448 | 51.7241 | 68.9655 | 46.5517 | 51.7241 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.0745 | 2.6482 | 0.0183 | 1.7122 | 0.4893 | 4.9536 |
Largest Winning Trade | 102140 | 102140 | 40396 | 292531904 | 42278034 | 292531904 |
Largest Losing Trade | -6050279 | -39496 | -6050279 | -51252048 | -51252048 | -20035223 |
Avg Bars in Trades | 72 | 82 | 62 | 72 | 82 | 62 |
Avg Bars in Winners | 57 | 78 | 41 | 83 | 94 | 70 |
Avg Bars in Losers | 94 | 85 | 109 | 62 | 68 | 57 |
Bars Traded | 4191 | 2380 | 1811 | 4191 | 2380 | 1811 |
Profit Streak | 95.5183 | 95.5183 | 237.0183 | 95.5183 | 95.5183 | 342.0183 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757977 | -170256 | -577019 | -168403 | -580050 | 502893 |
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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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