Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5146531.5681 | 132199.5354 | -5278731.1035 | -3844920.1073 | 37394872.5786 | -41239792.6859 |
Total P&L (%) | -5146.5316 | 132.1995 | -5278.7311 | -3844.9201 | 37394.8726 | -41239.7927 |
Avg Daily Profit (%) | -2.6204 | 0.0673 | -2.6877 | 0 | 0.3022 | 0 |
Buy And Hold Return (%) | 1640.367 | 1640.367 | 1640.367 | 1640.367 | 1640.367 | 1640.367 |
Max Trade Drawdown | -5498296 | -106513 | -5423366 | -57908105 | -13075983 | -58005902 |
Profit Factor | 0.1123 | 1.5741 | 0.0518 | 0.9588 | 2.9237 | 0.4418 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 20 | 18 | 34 | 18 | 16 |
Losing Trades | 24 | 11 | 13 | 28 | 13 | 15 |
Profitability (%) | 61.2903 | 64.5161 | 58.0645 | 54.8387 | 58.0645 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.0709 | 0.8658 | 0.0374 | 0.7896 | 2.1116 | 0.4142 |
Largest Winning Trade | 58811 | 47932 | 58811 | 30540659 | 30540659 | 10885766 |
Largest Losing Trade | -5321034 | -65081 | -5321034 | -57908105 | -11819764 | -57908105 |
Avg Bars in Trades | 91 | 94 | 89 | 91 | 94 | 89 |
Avg Bars in Winners | 53 | 60 | 46 | 98 | 101 | 94 |
Avg Bars in Losers | 151 | 154 | 149 | 84 | 83 | 84 |
Bars Traded | 5694 | 2918 | 2776 | 5694 | 2918 | 2776 |
Profit Streak | 445.6176 | 445.6176 | 568.9509 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736476 | -266316 | -578438 | -738650 | 557990 | -580608 |
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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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