Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5406875.2515 | -45019.6385 | -5361855.613 | -27868.2132 | 15099147.6845 | -15127015.8977 |
Total P&L (%) | -5406.8753 | -45.0196 | -5361.8556 | -27.8682 | 15099.1477 | -15127.0159 |
Avg Daily Profit (%) | -2.291 | -0.0191 | -2.272 | -0.0138 | 0.2131 | 0 |
Buy And Hold Return (%) | 573.2143 | 573.2143 | 573.2143 | 573.2143 | 573.2143 | 573.2143 |
Max Trade Drawdown | -5567522 | -172722 | -5451549 | -26829006 | -7771535 | -21962333 |
Profit Factor | 0.0786 | 0.8524 | 0.0362 | 0.9993 | 2.0681 | 0.4503 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 14 | 19 | 35 | 17 | 18 |
Losing Trades | 30 | 17 | 13 | 28 | 14 | 14 |
Profitability (%) | 52.381 | 45.1613 | 59.375 | 55.5556 | 54.8387 | 56.25 |
Ratio Avg Win / Avg Loss | 0.0715 | 1.035 | 0.0248 | 0.7995 | 1.7032 | 0.3503 |
Largest Winning Trade | 80935 | 80935 | 38044 | 10435915 | 10435915 | 4834399 |
Largest Losing Trade | -5375362 | -54265 | -5375362 | -15208164 | -4571896 | -15208164 |
Avg Bars in Trades | 71 | 88 | 54 | 71 | 88 | 54 |
Avg Bars in Winners | 32 | 46 | 22 | 63 | 94 | 34 |
Avg Bars in Losers | 114 | 123 | 102 | 81 | 81 | 80 |
Bars Traded | 4493 | 2736 | 1757 | 4493 | 2736 | 1757 |
Profit Streak | 8.2231 | 0 | 9.2231 | 8.2231 | 0 | 9.2231 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730796 | -581033 | -578928 | -730384 | 456073 | -579333 |
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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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