Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3359987.3554 | 35078.7561 | -3395066.1115 | -31486972.5075 | 24484920.9321 | -55971893.4397 |
Total P&L (%) | -3359.9874 | 35.0788 | -3395.0661 | -31486.9725 | 24484.9209 | -55971.8934 |
Avg Daily Profit (%) | -1.8094 | 0.0189 | -1.8283 | 0 | 0.2969 | 0 |
Buy And Hold Return (%) | 6566.6667 | 6566.6667 | 6566.6667 | 6566.6667 | 6566.6667 | 6566.6667 |
Max Trade Drawdown | -3447466 | -95591 | -3459256 | -140286016 | -25249416 | -133908271 |
Profit Factor | 0.1673 | 1.1376 | 0.1019 | 0.858 | 1.4853 | 0.6732 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 52 | 27 | 25 | 55 | 27 | 28 |
Losing Trades | 41 | 20 | 21 | 38 | 20 | 18 |
Profitability (%) | 55.914 | 57.4468 | 54.3478 | 59.1398 | 57.4468 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.1319 | 0.8427 | 0.0856 | 0.5928 | 1.1002 | 0.4327 |
Largest Winning Trade | 57819 | 46738 | 57819 | 28003908 | 28003908 | 25557009 |
Largest Losing Trade | -2547526 | -35313 | -2547526 | -119416642 | -12149122 | -119416642 |
Avg Bars in Trades | 57 | 23 | 93 | 57 | 23 | 93 |
Avg Bars in Winners | 39 | 22 | 58 | 55 | 23 | 86 |
Avg Bars in Losers | 80 | 24 | 134 | 61 | 23 | 103 |
Bars Traded | 5369 | 1085 | 4284 | 5369 | 1085 | 4284 |
Profit Streak | 30.7408 | 68.4075 | 0 | 0 | 0 | 71.0742 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579223 | -402347 | -580140 | -579345 | 321931 | -578737 |
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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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