Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4538338.9047 | 160933.947 | -4699272.8517 | -10469864.2482 | 15311609.2052 | -25781473.4533 |
Total P&L (%) | -4538.3389 | 160.9339 | -4699.2729 | -10469.8642 | 15311.6092 | -25781.4735 |
Avg Daily Profit (%) | -2.3108 | 0.0819 | -2.3927 | 0 | 0.2568 | 0 |
Buy And Hold Return (%) | 1727.553 | 1727.553 | 1727.553 | 1727.553 | 1727.553 | 1727.553 |
Max Trade Drawdown | -4854559 | -89393 | -4826221 | -63571925 | -20528114 | -46445238 |
Profit Factor | 0.1317 | 1.6147 | 0.0534 | 0.904 | 1.3594 | 0.6119 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 50 | 24 | 26 | 52 | 28 | 24 |
Losing Trades | 44 | 23 | 21 | 42 | 19 | 23 |
Profitability (%) | 53.1915 | 51.0638 | 55.3191 | 55.3191 | 59.5745 | 51.0638 |
Ratio Avg Win / Avg Loss | 0.1159 | 1.5474 | 0.0432 | 0.7301 | 0.9225 | 0.5864 |
Largest Winning Trade | 61092 | 61092 | 57643 | 16520329 | 16520329 | 7752196 |
Largest Losing Trade | -4761216 | -43083 | -4761216 | -40749756 | -19967709 | -40749756 |
Avg Bars in Trades | 39 | 40 | 39 | 39 | 40 | 39 |
Avg Bars in Winners | 28 | 29 | 27 | 50 | 53 | 46 |
Avg Bars in Losers | 52 | 51 | 54 | 26 | 19 | 32 |
Bars Traded | 3746 | 1886 | 1860 | 3746 | 1886 | 1860 |
Profit Streak | 403.4454 | 0 | 545.9454 | 0 | 600.4454 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579528 | -246052 | -579048 | -579837 | 345034 | -580558 |
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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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