Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7560070.5106 | 120470.681 | -7680541.1916 | -13155303.8186 | 52816864.7124 | -65972168.531 |
Total P&L (%) | -7560.0705 | 120.4707 | -7680.5412 | -13155.3038 | 52816.8647 | -65972.1685 |
Avg Daily Profit (%) | -3.8493 | 0.0613 | -3.9107 | 0 | 0.3198 | 0 |
Buy And Hold Return (%) | 3254.5535 | 3254.5535 | 3254.5535 | 3254.5535 | 3254.5535 | 3254.5535 |
Max Trade Drawdown | -7842205 | -115309 | -7804907 | -195312156 | -82545404 | -112766752 |
Profit Factor | 0.065 | 1.6541 | 0.028 | 0.9497 | 1.4569 | 0.5478 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 53 | 26 | 27 | 39 | 21 | 18 |
Losing Trades | 20 | 10 | 10 | 34 | 15 | 19 |
Profitability (%) | 72.6027 | 72.2222 | 72.973 | 53.4247 | 58.3333 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.0245 | 0.6362 | 0.0104 | 0.8279 | 1.0406 | 0.5782 |
Largest Winning Trade | 63790 | 63790 | 49828 | 109176637 | 109176637 | 32940134 |
Largest Losing Trade | -7760881 | -65612 | -7760881 | -73544357 | -37971587 | -73544357 |
Avg Bars in Trades | 48 | 53 | 44 | 48 | 53 | 44 |
Avg Bars in Winners | 19 | 20 | 19 | 62 | 72 | 51 |
Avg Bars in Losers | 125 | 137 | 113 | 32 | 26 | 37 |
Bars Traded | 3569 | 1916 | 1653 | 3569 | 1916 | 1653 |
Profit Streak | 403.8081 | 0 | 547.3081 | 0 | 592.3081 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653262 | -273565 | -577210 | -656333 | 423570 | -581298 |
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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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