Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6459174.9636 | 89551.7561 | -6548726.7196 | -7595338.9249 | 7166312.4047 | -14761651.3297 |
Total P&L (%) | -6459.175 | 89.5518 | -6548.7267 | -7595.3389 | 7166.3124 | -14761.6513 |
Avg Daily Profit (%) | -3.2905 | 0.0456 | -3.3361 | 0 | 0.2186 | 0 |
Buy And Hold Return (%) | 1184.7951 | 1184.7951 | 1184.7951 | 1184.7951 | 1184.7951 | 1184.7951 |
Max Trade Drawdown | -6773333 | -81559 | -6712406 | -15607909 | -3606310 | -15541899 |
Profit Factor | 0.0806 | 1.4527 | 0.0408 | 0.7849 | 1.8402 | 0.4489 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 19 | 19 | 34 | 19 | 15 |
Losing Trades | 28 | 14 | 14 | 32 | 14 | 18 |
Profitability (%) | 57.5758 | 57.5758 | 57.5758 | 51.5152 | 57.5758 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.0594 | 1.0704 | 0.0301 | 0.7387 | 1.356 | 0.5386 |
Largest Winning Trade | 44212 | 37605 | 44212 | 6655875 | 6655875 | 3419450 |
Largest Losing Trade | -6599867 | -46051 | -6599867 | -15270133 | -1683372 | -15270133 |
Avg Bars in Trades | 170 | 70 | 271 | 170 | 70 | 271 |
Avg Bars in Winners | 96 | 57 | 135 | 176 | 80 | 296 |
Avg Bars in Losers | 271 | 87 | 454 | 164 | 56 | 249 |
Bars Traded | 11266 | 2321 | 8945 | 11266 | 2321 | 8945 |
Profit Streak | 428.2405 | 428.2405 | 451.4072 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706956 | -295198 | -578859 | -709081 | 392406 | -582570 |
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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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