Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10847024.5514 | 24746.035 | -10871770.5864 | 103074669.3665 | 17977378.857 | 85097290.5096 |
Total P&L (%) | -10847.0246 | 24.746 | -10871.7706 | 103074.6694 | 17977.3789 | 85097.2905 |
Avg Daily Profit (%) | -5.8091 | 0.0133 | -5.8223 | 0.3723 | 0.2787 | 0.362 |
Buy And Hold Return (%) | 6912.5982 | 6912.5982 | 6912.5982 | 6912.5982 | 6912.5982 | 6912.5982 |
Max Trade Drawdown | -10942726 | -60527 | -10949235 | -63691100 | -19260481 | -56997892 |
Profit Factor | 0.0495 | 1.1228 | 0.0302 | 1.5158 | 1.282 | 1.6254 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 52 | 27 | 25 | 46 | 25 | 21 |
Losing Trades | 37 | 18 | 19 | 43 | 20 | 23 |
Profitability (%) | 58.427 | 60 | 56.8182 | 51.6854 | 55.5556 | 47.7273 |
Ratio Avg Win / Avg Loss | 0.0352 | 0.7485 | 0.0229 | 1.417 | 1.0256 | 1.7802 |
Largest Winning Trade | 58030 | 27520 | 58030 | 120695711 | 14669112 | 120695711 |
Largest Losing Trade | -10405054 | -47924 | -10405054 | -56997892 | -13468017 | -56997892 |
Avg Bars in Trades | 219 | 55 | 387 | 219 | 55 | 387 |
Avg Bars in Winners | 108 | 42 | 178 | 211 | 67 | 382 |
Avg Bars in Losers | 376 | 74 | 661 | 228 | 40 | 391 |
Bars Traded | 19532 | 2493 | 17039 | 19532 | 2493 | 17039 |
Profit Streak | 0 | 0 | 193.2135 | 0 | 0 | 193.2135 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579448 | -426685 | -579245 | 409297 | 216169 | 441515 |
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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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