Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5415315.3029 | 212804.6032 | -5628119.9061 | 34726167.1291 | -13379929.2569 | 48106096.3861 |
Total P&L (%) | -5415.3153 | 212.8046 | -5628.1199 | 34726.1671 | -13379.9293 | 48106.0964 |
Avg Daily Profit (%) | -2.3846 | 0.0937 | -2.4783 | 0.2581 | 0 | 0.2724 |
Buy And Hold Return (%) | 9532.8678 | 9532.8678 | 9532.8678 | 9532.8678 | 9532.8678 | 9532.8678 |
Max Trade Drawdown | -5678687 | -113666 | -5743146 | -74467348 | -35715636 | -48253219 |
Profit Factor | 0.1159 | 2.1154 | 0.0516 | 1.1992 | 0.8425 | 1.5382 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 53 | 25 | 28 | 53 | 28 | 25 |
Losing Trades | 45 | 24 | 21 | 45 | 21 | 24 |
Profitability (%) | 54.0816 | 51.0204 | 57.1429 | 54.0816 | 57.1429 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.0984 | 2.0308 | 0.0387 | 1.0182 | 0.6319 | 1.4767 |
Largest Winning Trade | 65202 | 65202 | 39623 | 62656151 | 14445031 | 62656151 |
Largest Losing Trade | -5614151 | -35172 | -5614151 | -30470856 | -16937346 | -30470856 |
Avg Bars in Trades | 42 | 45 | 40 | 42 | 45 | 40 |
Avg Bars in Winners | 33 | 34 | 32 | 44 | 46 | 41 |
Avg Bars in Losers | 54 | 55 | 52 | 41 | 43 | 40 |
Bars Traded | 4211 | 2207 | 2004 | 4211 | 2207 | 2004 |
Profit Streak | 49.2103 | 101.7103 | 0 | 49.2103 | 101.7103 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579424 | -228434 | -579755 | 213853 | -578797 | 328407 |
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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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