Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7122253.022 | 213802.9425 | -7336055.9645 | -19271841.4137 | 13486848.6556 | -32758690.0693 |
Total P&L (%) | -7122.253 | 213.8029 | -7336.056 | -19271.8414 | 13486.8487 | -32758.6901 |
Avg Daily Profit (%) | -3.6264 | 0.1089 | -3.7353 | 0 | 0.2504 | 0 |
Buy And Hold Return (%) | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 |
Max Trade Drawdown | -7538535 | -60050 | -7521532 | -46470360 | -18000665 | -46640539 |
Profit Factor | 0.1114 | 1.8923 | 0.0565 | 0.8541 | 1.3023 | 0.6255 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 63 | 32 | 31 | 45 | 24 | 21 |
Losing Trades | 31 | 15 | 16 | 49 | 23 | 26 |
Profitability (%) | 67.0213 | 68.0851 | 65.9574 | 47.8723 | 51.0638 | 44.6809 |
Ratio Avg Win / Avg Loss | 0.0548 | 0.887 | 0.0292 | 0.93 | 1.2481 | 0.7744 |
Largest Winning Trade | 57793 | 53363 | 57793 | 19089230 | 19089230 | 12398846 |
Largest Losing Trade | -7448408 | -60050 | -7448408 | -46342164 | -8584935 | -46342164 |
Avg Bars in Trades | 60 | 45 | 75 | 60 | 45 | 75 |
Avg Bars in Winners | 31 | 31 | 32 | 68 | 56 | 82 |
Avg Bars in Losers | 118 | 77 | 157 | 53 | 34 | 69 |
Bars Traded | 5687 | 2152 | 3535 | 5687 | 2152 | 3535 |
Profit Streak | 441.2589 | 441.2589 | 558.2589 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576704 | -209610 | -577277 | -581354 | 316280 | -582765 |
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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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