Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5918448.082 | 98193.4517 | -6016641.5336 | -9838804.4991 | 13534923.3045 | -23373727.8036 |
Total P&L (%) | -5918.4481 | 98.1935 | -6016.6415 | -9838.8045 | 13534.9233 | -23373.7278 |
Avg Daily Profit (%) | -3.0135 | 0.05 | -3.0635 | 0 | 0.2506 | 0 |
Buy And Hold Return (%) | 1994.9752 | 1994.9752 | 1994.9752 | 1994.9752 | 1994.9752 | 1994.9752 |
Max Trade Drawdown | -6088807 | -73738 | -6094505 | -56572931 | -27615608 | -32812169 |
Profit Factor | 0.072 | 1.5091 | 0.0272 | 0.8869 | 1.3197 | 0.4765 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 70 | 39 | 31 | 52 | 24 | 28 |
Losing Trades | 19 | 5 | 14 | 37 | 20 | 17 |
Profitability (%) | 78.6517 | 88.6364 | 68.8889 | 58.427 | 54.5455 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.0195 | 0.1935 | 0.0123 | 0.6311 | 1.0997 | 0.2893 |
Largest Winning Trade | 19251 | 19251 | 15965 | 36598858 | 36598858 | 8867385 |
Largest Losing Trade | -6074003 | -65164 | -6074003 | -24865396 | -6186015 | -24865396 |
Avg Bars in Trades | 40 | 50 | 29 | 40 | 50 | 29 |
Avg Bars in Winners | 16 | 22 | 8 | 40 | 58 | 24 |
Avg Bars in Losers | 128 | 271 | 77 | 39 | 40 | 38 |
Bars Traded | 3562 | 2222 | 1340 | 3562 | 2222 | 1340 |
Profit Streak | 403.2468 | 0 | 561.7468 | 0 | 554.7468 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575962 | -287439 | -577026 | -579448 | 351429 | -578849 |
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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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