Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5064756.0304 | 139608.1924 | -5204364.2228 | -22347765.4096 | 23083623.7087 | -45431389.1183 |
Total P&L (%) | -5064.756 | 139.6082 | -5204.3642 | -22347.7654 | 23083.6237 | -45431.3891 |
Avg Daily Profit (%) | -2.5788 | 0.0711 | -2.6499 | 0 | 0.2777 | 0 |
Buy And Hold Return (%) | 3117.9813 | 3117.9813 | 3117.9813 | 3117.9813 | 3117.9813 | 3117.9813 |
Max Trade Drawdown | -5365996 | -93071 | -5341768 | -154995193 | -69208047 | -89782741 |
Profit Factor | 0.1007 | 1.8987 | 0.0497 | 0.9117 | 1.2291 | 0.7019 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 72 | 38 | 34 | 44 | 22 | 22 |
Losing Trades | 17 | 6 | 11 | 45 | 22 | 23 |
Profitability (%) | 80.8989 | 86.3636 | 75.5556 | 49.4382 | 50 | 48.8889 |
Ratio Avg Win / Avg Loss | 0.0238 | 0.2998 | 0.0161 | 0.9324 | 1.2291 | 0.7338 |
Largest Winning Trade | 40831 | 29271 | 40831 | 65566121 | 65566121 | 46425868 |
Largest Losing Trade | -5315005 | -54316 | -5315005 | -73732533 | -30842425 | -73732533 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 18 | 19 | 17 | 51 | 57 | 45 |
Avg Bars in Losers | 138 | 183 | 113 | 31 | 25 | 37 |
Bars Traded | 3694 | 1831 | 1862 | 3694 | 1831 | 1862 |
Profit Streak | 397.873 | 0 | 542.373 | 0 | 595.873 | 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 | -575700 | -258412 | -576815 | -580758 | 323794 | -581144 |
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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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