Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5869386.2287 | 42298.355 | -5911684.5837 | 5904552.1621 | 26755570.0864 | -20851017.9243 |
Total P&L (%) | -5869.3862 | 42.2984 | -5911.6846 | 5904.5522 | 26755.5701 | -20851.0179 |
Avg Daily Profit (%) | -2.4755 | 0.0178 | -2.4933 | 0.1729 | 0.2362 | 0 |
Buy And Hold Return (%) | 627.3431 | 627.3431 | 627.3431 | 627.3431 | 627.3431 | 627.3431 |
Max Trade Drawdown | -5973098 | -106599 | -5969081 | -62130043 | -26649921 | -40485303 |
Profit Factor | 0.058 | 1.2976 | 0.0291 | 1.0811 | 1.8529 | 0.4969 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 48 | 23 | 25 | 20 | 11 | 9 |
Losing Trades | 11 | 6 | 5 | 39 | 18 | 21 |
Profitability (%) | 81.3559 | 79.3103 | 83.3333 | 33.8983 | 37.931 | 30 |
Ratio Avg Win / Avg Loss | 0.0133 | 0.3385 | 0.0058 | 2.1081 | 3.032 | 1.1595 |
Largest Winning Trade | 16394 | 16394 | 11426 | 50821726 | 50821726 | 19529520 |
Largest Losing Trade | -5926964 | -82071 | -5926964 | -11958249 | -5689592 | -11958249 |
Avg Bars in Trades | 68 | 76 | 60 | 68 | 76 | 60 |
Avg Bars in Winners | 14 | 15 | 13 | 93 | 121 | 59 |
Avg Bars in Losers | 306 | 312 | 298 | 55 | 49 | 61 |
Bars Traded | 4048 | 2230 | 1818 | 4048 | 2230 | 1818 |
Profit Streak | 250.5883 | 328.5883 | 250.5883 | 250.5883 | 328.5883 | 250.5883 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755285 | -331305 | -576022 | -307483 | 304542 | -586346 |
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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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