Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8063345.7817 | 48043.959 | -8111389.7407 | -6234486.9686 | 17066476.1385 | -23300963.1071 |
Total P&L (%) | -8063.3458 | 48.044 | -8111.3897 | -6234.487 | 17066.4761 | -23300.9631 |
Avg Daily Profit (%) | -4.1056 | 0.0245 | -4.13 | 0 | 0.2623 | 0 |
Buy And Hold Return (%) | 2026.6816 | 2026.6816 | 2026.6816 | 2026.6816 | 2026.6816 | 2026.6816 |
Max Trade Drawdown | -8293140 | -74010 | -8244866 | -31082576 | -8039558 | -29237923 |
Profit Factor | 0.0564 | 1.2411 | 0.0281 | 0.8865 | 2.0884 | 0.4064 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 49 | 25 | 24 | 33 | 18 | 15 |
Losing Trades | 28 | 13 | 15 | 44 | 20 | 24 |
Profitability (%) | 63.6364 | 65.7895 | 61.5385 | 42.8571 | 47.3684 | 38.4615 |
Ratio Avg Win / Avg Loss | 0.0322 | 0.6454 | 0.0176 | 1.182 | 2.3205 | 0.6503 |
Largest Winning Trade | 46209 | 32536 | 46209 | 17086064 | 17086064 | 5213912 |
Largest Losing Trade | -8159560 | -55972 | -8159560 | -25301767 | -5194953 | -25301767 |
Avg Bars in Trades | 72 | 56 | 87 | 72 | 56 | 87 |
Avg Bars in Winners | 41 | 30 | 53 | 101 | 83 | 123 |
Avg Bars in Losers | 124 | 107 | 140 | 49 | 32 | 64 |
Bars Traded | 5544 | 2151 | 3393 | 5544 | 2151 | 3393 |
Profit Streak | 401.4331 | 0 | 543.4331 | 0 | 596.0998 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624424 | -325851 | -578302 | -628166 | 449618 | -585244 |
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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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