Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2865427.5273 | 476.2836 | -2865903.8109 | -23880678.8113 | -57939071.5064 | 34058392.6951 |
Total P&L (%) | -2865.4275 | 0.4763 | -2865.9038 | -23880.6788 | -57939.0715 | 34058.3927 |
Avg Daily Profit (%) | -1.5408 | 0.0003 | -1.5411 | 0 | 0 | 0.3142 |
Buy And Hold Return (%) | 7505.9116 | 7505.9116 | 7505.9116 | 7505.9116 | 7505.9116 | 7505.9116 |
Max Trade Drawdown | -3016874 | -120025 | -2964670 | -82936757 | -60983807 | -43309197 |
Profit Factor | 0.1508 | 1.0029 | 0.1078 | 0.8127 | 0.1539 | 1.577 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 72 | 35 | 37 | 45 | 18 | 27 |
Losing Trades | 25 | 14 | 11 | 52 | 31 | 21 |
Profitability (%) | 74.2268 | 71.4286 | 77.0833 | 46.3918 | 36.7347 | 56.25 |
Ratio Avg Win / Avg Loss | 0.0524 | 0.4012 | 0.0321 | 0.9391 | 0.265 | 1.2266 |
Largest Winning Trade | 37285 | 16096 | 37285 | 28544470 | 2543451 | 28544470 |
Largest Losing Trade | -1832855 | -55616 | -1832855 | -31222024 | -31222024 | -23013913 |
Avg Bars in Trades | 53 | 8 | 98 | 53 | 8 | 98 |
Avg Bars in Winners | 28 | 4 | 51 | 57 | 5 | 92 |
Avg Bars in Losers | 124 | 19 | 258 | 49 | 10 | 106 |
Bars Traded | 5159 | 421 | 4737 | 5159 | 421 | 4737 |
Profit Streak | 90.7266 | 196.7266 | 90.7266 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575740 | -572668 | -576619 | -581922 | -585562 | 358013 |
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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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