Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5885203.4407 | 184786.2136 | -6069989.6543 | 65048854.291 | -32512251.9346 | 97561106.2257 |
Total P&L (%) | -5885.2034 | 184.7862 | -6069.9897 | 65048.8543 | -32512.2519 | 97561.1062 |
Avg Daily Profit (%) | -2.6075 | 0.0819 | -2.6894 | 0.2875 | 0 | 0.3055 |
Buy And Hold Return (%) | 9001.3752 | 9001.3752 | 9001.3752 | 9001.3752 | 9001.3752 | 9001.3752 |
Max Trade Drawdown | -6059565 | -54139 | -6148864 | -89252695 | -53702641 | -61242389 |
Profit Factor | 0.0872 | 2.4807 | 0.0399 | 1.3906 | 0.6241 | 2.2192 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 50 | 25 | 25 | 24 | 12 | 12 |
Losing Trades | 12 | 6 | 6 | 38 | 19 | 19 |
Profitability (%) | 80.6452 | 80.6452 | 80.6452 | 38.7097 | 38.7097 | 38.7097 |
Ratio Avg Win / Avg Loss | 0.0209 | 0.5954 | 0.0096 | 2.2018 | 0.9882 | 3.5137 |
Largest Winning Trade | 94848 | 94848 | 28960 | 102417156 | 15820708 | 102417156 |
Largest Losing Trade | -6050279 | -40660 | -6050279 | -12235421 | -11413307 | -12235421 |
Avg Bars in Trades | 67 | 72 | 62 | 67 | 72 | 62 |
Avg Bars in Winners | 35 | 41 | 30 | 92 | 103 | 81 |
Avg Bars in Losers | 199 | 202 | 196 | 51 | 52 | 51 |
Bars Traded | 4186 | 2242 | 1944 | 4186 | 2242 | 1944 |
Profit Streak | 120.7554 | 120.7554 | 221.7554 | 120.7554 | 120.7554 | 340.2554 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -733939 | -242601 | -575892 | -151247 | -584250 | 362729 |
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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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