Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2528813.1602 | 34280.9541 | -2563094.1143 | -941664.0581 | 29701959.7711 | -30643623.8292 |
Total P&L (%) | -2528.8132 | 34.281 | -2563.0941 | -941.6641 | 29701.9598 | -30643.6238 |
Avg Daily Profit (%) | -1.2375 | 0.0168 | -1.2543 | 0 | 0.2792 | 0 |
Buy And Hold Return (%) | 4123.43 | 4123.43 | 4123.43 | 4123.43 | 4123.43 | 4123.43 |
Max Trade Drawdown | -2716708 | -112746 | -2655283 | -55905543 | -11394462 | -45785327 |
Profit Factor | 0.2187 | 1.0957 | 0.1095 | 0.9871 | 2.5494 | 0.4321 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 43 | 23 | 20 | 35 | 18 | 17 |
Losing Trades | 34 | 15 | 19 | 42 | 20 | 22 |
Profitability (%) | 55.8442 | 60.5263 | 51.2821 | 45.4545 | 47.3684 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.1729 | 0.7146 | 0.1041 | 1.1845 | 2.8326 | 0.5592 |
Largest Winning Trade | 53482 | 53482 | 52749 | 32158664 | 32158664 | 6674715 |
Largest Losing Trade | -1283688 | -84315 | -1283688 | -37438728 | -7576152 | -37438728 |
Avg Bars in Trades | 48 | 48 | 49 | 48 | 48 | 49 |
Avg Bars in Winners | 25 | 22 | 28 | 59 | 65 | 52 |
Avg Bars in Losers | 78 | 88 | 70 | 40 | 32 | 47 |
Bars Traded | 3760 | 1841 | 1919 | 3760 | 1841 | 1919 |
Profit Streak | 335.4832 | 406.4832 | 335.4832 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624655 | -450447 | -579625 | -627156 | 452323 | -583250 |
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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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