Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5460868.9479 | 171714.1954 | -5632583.1433 | -38940424.339 | 26664049.7414 | -65604474.0804 |
Total P&L (%) | -5460.8689 | 171.7142 | -5632.5831 | -38940.4243 | 26664.0497 | -65604.4741 |
Avg Daily Profit (%) | -2.7812 | 0.0875 | -2.8686 | 0 | 0.2851 | 0 |
Buy And Hold Return (%) | 1662.1923 | 1662.1923 | 1662.1923 | 1662.1923 | 1662.1923 | 1662.1923 |
Max Trade Drawdown | -5783106 | -58288 | -5795691 | -113483086 | -41191674 | -91658494 |
Profit Factor | 0.1075 | 2.0895 | 0.0551 | 0.8567 | 1.2842 | 0.6314 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 50 | 28 | 22 | 34 | 17 | 17 |
Losing Trades | 20 | 7 | 13 | 36 | 18 | 18 |
Profitability (%) | 71.4286 | 80 | 62.8571 | 48.5714 | 48.5714 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.043 | 0.5224 | 0.0325 | 0.9071 | 1.3597 | 0.6685 |
Largest Winning Trade | 39209 | 38136 | 39209 | 56283064 | 56283064 | 34200233 |
Largest Losing Trade | -5770021 | -50045 | -5770021 | -58767120 | -11500052 | -58767120 |
Avg Bars in Trades | 108 | 110 | 105 | 108 | 110 | 105 |
Avg Bars in Winners | 48 | 55 | 39 | 132 | 148 | 115 |
Avg Bars in Losers | 256 | 329 | 217 | 85 | 75 | 95 |
Bars Traded | 7561 | 3869 | 3692 | 7561 | 3869 | 3692 |
Profit Streak | 401.7788 | 0 | 556.7788 | 0 | 552.7788 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675914 | -236905 | -578161 | -680111 | 315748 | -581343 |
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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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