Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7146927.9888 | 56686.6991 | -7203614.6879 | -7506938.5295 | 19719499.9204 | -27226438.4499 |
Total P&L (%) | -7146.928 | 56.6867 | -7203.6147 | -7506.9385 | 19719.4999 | -27226.4385 |
Avg Daily Profit (%) | -3.639 | 0.0289 | -3.6678 | 0 | 0.2697 | 0 |
Buy And Hold Return (%) | 1629.2616 | 1629.2616 | 1629.2616 | 1629.2616 | 1629.2616 | 1629.2616 |
Max Trade Drawdown | -7419348 | -112165 | -7343149 | -42081917 | -10808574 | -36289917 |
Profit Factor | 0.06 | 1.3242 | 0.0302 | 0.891 | 2.2189 | 0.4832 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 16 | 17 | 33 | 19 | 14 |
Losing Trades | 25 | 13 | 12 | 25 | 10 | 15 |
Profitability (%) | 56.8966 | 55.1724 | 58.6207 | 56.8966 | 65.5172 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.0454 | 1.0759 | 0.0213 | 0.675 | 1.1679 | 0.5177 |
Largest Winning Trade | 56570 | 56570 | 36370 | 17169815 | 17169815 | 9779526 |
Largest Losing Trade | -7254863 | -44099 | -7254863 | -32706146 | -4530668 | -32706146 |
Avg Bars in Trades | 96 | 60 | 133 | 96 | 60 | 133 |
Avg Bars in Winners | 43 | 39 | 46 | 103 | 65 | 154 |
Avg Bars in Losers | 167 | 85 | 257 | 88 | 49 | 113 |
Bars Traded | 5615 | 1740 | 3875 | 5615 | 1740 | 3875 |
Profit Streak | 411.9325 | 0 | 490.2659 | 0 | 491.5992 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758798 | -319252 | -578755 | -759383 | 527818 | -581503 |
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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) |
---|