Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4905127.1582 | 73799.5226 | -4978926.6808 | -1340135.0666 | 10821484.2944 | -12161619.361 |
Total P&L (%) | -4905.1272 | 73.7995 | -4978.9267 | -1340.1351 | 10821.4843 | -12161.6194 |
Avg Daily Profit (%) | -2.4988 | 0.0376 | -2.5364 | 0 | 0.2394 | 0 |
Buy And Hold Return (%) | 1713.5755 | 1713.5755 | 1713.5755 | 1713.5755 | 1713.5755 | 1713.5755 |
Max Trade Drawdown | -5173573 | -120442 | -5105655 | -18383197 | -3260672 | -18532242 |
Profit Factor | 0.1 | 1.3408 | 0.0486 | 0.9518 | 3.1629 | 0.4666 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 21 | 20 | 37 | 20 | 17 |
Losing Trades | 25 | 12 | 13 | 29 | 13 | 16 |
Profitability (%) | 62.1212 | 63.6364 | 60.6061 | 56.0606 | 60.6061 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.061 | 0.7662 | 0.0316 | 0.746 | 2.0559 | 0.4391 |
Largest Winning Trade | 56015 | 49912 | 56015 | 9422110 | 9422110 | 3230553 |
Largest Losing Trade | -4970805 | -66907 | -4970805 | -18239674 | -3125764 | -18239674 |
Avg Bars in Trades | 172 | 179 | 165 | 172 | 179 | 165 |
Avg Bars in Winners | 96 | 103 | 88 | 189 | 200 | 175 |
Avg Bars in Losers | 297 | 312 | 283 | 151 | 146 | 154 |
Bars Traded | 11383 | 5921 | 5462 | 11383 | 5921 | 5462 |
Profit Streak | 436.9071 | 436.9071 | 560.4071 | 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 | -706367 | -307462 | -578093 | -708492 | 551241 | -580606 |
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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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