Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6261183.0384 | 197103.8808 | -6458286.9193 | -71085007.9002 | 55871058.7902 | -126956066.6904 |
Total P&L (%) | -6261.183 | 197.1039 | -6458.2869 | -71085.0079 | 55871.0588 | -126956.0667 |
Avg Daily Profit (%) | -3.188 | 0.1004 | -3.2883 | 0 | 0.3227 | 0 |
Buy And Hold Return (%) | 2155.648 | 2155.648 | 2155.648 | 2155.648 | 2155.648 | 2155.648 |
Max Trade Drawdown | -6614466 | -79281 | -6613391 | -398394336 | -180486502 | -220735667 |
Profit Factor | 0.0839 | 2.4262 | 0.0356 | 0.8638 | 1.2058 | 0.493 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 67 | 36 | 31 | 57 | 27 | 30 |
Losing Trades | 17 | 6 | 11 | 27 | 15 | 12 |
Profitability (%) | 79.7619 | 85.7143 | 73.8095 | 67.8571 | 64.2857 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.0213 | 0.4044 | 0.0126 | 0.4092 | 0.6699 | 0.1972 |
Largest Winning Trade | 39716 | 39005 | 39716 | 187486934 | 187486934 | 55241353 |
Largest Losing Trade | -6604972 | -54995 | -6604972 | -148086560 | -65674649 | -148086560 |
Avg Bars in Trades | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Winners | 32 | 34 | 30 | 69 | 88 | 52 |
Avg Bars in Losers | 201 | 263 | 167 | 61 | 28 | 101 |
Bars Traded | 5603 | 2807 | 2797 | 5603 | 2807 | 2797 |
Profit Streak | 399.0975 | 0 | 535.7642 | 0 | 591.4309 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575832 | -218440 | -577064 | -577960 | 338620 | -577956 |
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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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