Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6782547.2871 | 17590.8391 | -6800138.1262 | -2921564.5061 | 9831690.9671 | -12753255.4733 |
Total P&L (%) | -6782.5473 | 17.5908 | -6800.1381 | -2921.5645 | 9831.691 | -12753.2555 |
Avg Daily Profit (%) | -3.4534 | 0.009 | -3.4624 | 0 | 0.2344 | 0 |
Buy And Hold Return (%) | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 | 1703.2319 |
Max Trade Drawdown | -6937033 | -95987 | -6885551 | -23593506 | -7048448 | -22004014 |
Profit Factor | 0.064 | 1.0767 | 0.0309 | 0.9325 | 1.7676 | 0.5814 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 72 | 36 | 36 | 46 | 24 | 22 |
Losing Trades | 24 | 12 | 12 | 50 | 24 | 26 |
Profitability (%) | 75 | 75 | 75 | 47.9167 | 50 | 45.8333 |
Ratio Avg Win / Avg Loss | 0.0213 | 0.3589 | 0.0103 | 1.0136 | 1.7676 | 0.6871 |
Largest Winning Trade | 26833 | 26833 | 15762 | 9819851 | 9819851 | 7707252 |
Largest Losing Trade | -6813035 | -60524 | -6813035 | -21978845 | -4373271 | -21978845 |
Avg Bars in Trades | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Winners | 19 | 23 | 14 | 78 | 88 | 67 |
Avg Bars in Losers | 177 | 171 | 183 | 40 | 33 | 48 |
Bars Traded | 5646 | 2916 | 2730 | 5646 | 2916 | 2730 |
Profit Streak | 401.912 | 0 | 546.912 | 0 | 593.5787 | 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 | -576418 | -481188 | -576489 | -579665 | 428844 | -582309 |
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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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