Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5474245.9027 | 105742.6735 | -5579988.5763 | -13478563.1756 | 20162666.3212 | -33641229.4969 |
Total P&L (%) | -5474.2459 | 105.7427 | -5579.9886 | -13478.5632 | 20162.6663 | -33641.2295 |
Avg Daily Profit (%) | -2.7873 | 0.0538 | -2.8411 | 0 | 0.2708 | 0 |
Buy And Hold Return (%) | 2387.8689 | 2387.8689 | 2387.8689 | 2387.8689 | 2387.8689 | 2387.8689 |
Max Trade Drawdown | -5706140 | -91063 | -5693455 | -78317328 | -37559655 | -47118222 |
Profit Factor | 0.0891 | 1.5927 | 0.0431 | 0.9062 | 1.3588 | 0.6158 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 76 | 40 | 36 | 44 | 22 | 22 |
Losing Trades | 19 | 7 | 12 | 51 | 25 | 26 |
Profitability (%) | 80 | 85.1064 | 75 | 46.3158 | 46.8085 | 45.8333 |
Ratio Avg Win / Avg Loss | 0.0223 | 0.2787 | 0.0144 | 1.0504 | 1.5441 | 0.7278 |
Largest Winning Trade | 39451 | 34216 | 39451 | 41731920 | 41731920 | 17485908 |
Largest Losing Trade | -5666721 | -55932 | -5666721 | -40103083 | -12076803 | -40103083 |
Avg Bars in Trades | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Winners | 16 | 16 | 16 | 47 | 53 | 42 |
Avg Bars in Losers | 128 | 169 | 105 | 31 | 27 | 34 |
Bars Traded | 3694 | 1852 | 1842 | 3694 | 1852 | 1842 |
Profit Streak | 413.5576 | 0 | 569.5576 | 0 | 565.5576 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575772 | -282124 | -576097 | -580290 | 346352 | -582309 |
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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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