Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5573307.8345 | 136744.8362 | -5710052.6707 | -17683270.2013 | 27120603.9368 | -44803874.138 |
Total P&L (%) | -5573.3078 | 136.7448 | -5710.0527 | -17683.2702 | 27120.6039 | -44803.8741 |
Avg Daily Profit (%) | -2.8377 | 0.0696 | -2.9074 | 0 | 0.2859 | 0 |
Buy And Hold Return (%) | 1660.5568 | 1660.5568 | 1660.5568 | 1660.5568 | 1660.5568 | 1660.5568 |
Max Trade Drawdown | -5822732 | -90111 | -5834746 | -94532133 | -45724008 | -60497959 |
Profit Factor | 0.1037 | 1.6404 | 0.0491 | 0.9048 | 1.3482 | 0.5847 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 57 | 29 | 28 | 41 | 21 | 20 |
Losing Trades | 21 | 10 | 11 | 37 | 18 | 19 |
Profitability (%) | 73.0769 | 74.359 | 71.7949 | 52.5641 | 53.8462 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.0382 | 0.5656 | 0.0193 | 0.8165 | 1.1556 | 0.5555 |
Largest Winning Trade | 40284 | 32068 | 40284 | 52756408 | 52756408 | 17828158 |
Largest Losing Trade | -5813153 | -58742 | -5813153 | -40675434 | -13256028 | -40675434 |
Avg Bars in Trades | 72 | 79 | 65 | 72 | 79 | 65 |
Avg Bars in Winners | 34 | 38 | 31 | 88 | 104 | 72 |
Avg Bars in Losers | 175 | 200 | 152 | 54 | 51 | 58 |
Bars Traded | 5675 | 3117 | 2558 | 5675 | 3117 | 2558 |
Profit Streak | 401.7642 | 0 | 556.0976 | 0 | 479.0976 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -615700 | -262242 | -576597 | -619223 | 369136 | -580591 |
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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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