Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -831554.0745 | 161333.1455 | -992887.22 | -24831652.5184 | 14943304.2722 | -39774956.7906 |
Total P&L (%) | -831.5541 | 161.3331 | -992.8872 | -24831.6525 | 14943.3043 | -39774.9568 |
Avg Daily Profit (%) | -0.3847 | 0.0746 | -0.4593 | 0 | 0.2322 | 0 |
Buy And Hold Return (%) | 540.4255 | 540.4255 | 540.4255 | 540.4255 | 540.4255 | 540.4255 |
Max Trade Drawdown | -1136004 | -119521 | -1152488 | -52675247 | -17435166 | -40325454 |
Profit Factor | 0.4751 | 1.6217 | 0.2506 | 0.6386 | 1.6923 | 0.1559 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 44 | 19 | 25 | 28 | 18 | 10 |
Losing Trades | 18 | 12 | 6 | 34 | 13 | 21 |
Profitability (%) | 70.9677 | 61.2903 | 80.6452 | 45.1613 | 58.0645 | 32.2581 |
Ratio Avg Win / Avg Loss | 0.1944 | 1.0242 | 0.0601 | 0.7754 | 1.2222 | 0.3274 |
Largest Winning Trade | 50458 | 50458 | 25709 | 24006675 | 24006675 | 3749399 |
Largest Losing Trade | -696095 | -60910 | -696095 | -16956344 | -10163094 | -16956344 |
Avg Bars in Trades | 135 | 147 | 124 | 135 | 147 | 124 |
Avg Bars in Winners | 59 | 57 | 61 | 148 | 185 | 81 |
Avg Bars in Losers | 321 | 289 | 385 | 125 | 94 | 144 |
Bars Traded | 8423 | 4562 | 3861 | 8423 | 4562 | 3861 |
Profit Streak | 10.6847 | 0 | 531.4347 | 0 | 319.6847 | 0 |
Trades During Streak | 1 | 0 | 9 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -735911 | -255693 | -575428 | -741159 | 459330 | -587717 |
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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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