Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5197128.125 | 234330.1096 | -5431458.2346 | -70055824.8504 | 75682748.7716 | -145738573.6221 |
Total P&L (%) | -5197.1281 | 234.3301 | -5431.4582 | -70055.8249 | 75682.7488 | -145738.5736 |
Avg Daily Profit (%) | -2.6469 | 0.1193 | -2.7662 | 0 | 0.3383 | 0 |
Buy And Hold Return (%) | 1634.7965 | 1634.7965 | 1634.7965 | 1634.7965 | 1634.7965 | 1634.7965 |
Max Trade Drawdown | -5594777 | -107920 | -5594777 | -565100033 | -311003510 | -254096522 |
Profit Factor | 0.119 | 2.6487 | 0.0566 | 0.9157 | 1.2015 | 0.68 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 45 | 24 | 21 | 33 | 15 | 18 |
Losing Trades | 14 | 5 | 9 | 26 | 14 | 12 |
Profitability (%) | 76.2712 | 82.7586 | 70 | 55.9322 | 51.7241 | 60 |
Ratio Avg Win / Avg Loss | 0.037 | 0.5518 | 0.0242 | 0.7215 | 1.1214 | 0.4533 |
Largest Winning Trade | 53576 | 53576 | 51833 | 301710887 | 301710887 | 84881527 |
Largest Losing Trade | -5594777 | -53531 | -5594777 | -114389632 | -114389632 | -95648286 |
Avg Bars in Trades | 125 | 127 | 122 | 125 | 127 | 122 |
Avg Bars in Winners | 54 | 60 | 48 | 151 | 183 | 124 |
Avg Bars in Losers | 350 | 448 | 296 | 91 | 67 | 120 |
Bars Traded | 7384 | 3696 | 3688 | 7384 | 3696 | 3688 |
Profit Streak | 410.057 | 0 | 564.307 | 0 | 555.557 | 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 | -756286 | -193083 | -577274 | -759508 | 340329 | -579529 |
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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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