Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5401449.1436 | 104419.3095 | -5505868.4531 | -5113041.8454 | 17123420.6373 | -22236462.4828 |
Total P&L (%) | -5401.4491 | 104.4193 | -5505.8685 | -5113.0418 | 17123.4206 | -22236.4625 |
Avg Daily Profit (%) | -2.7502 | 0.0532 | -2.8034 | 0 | 0.2625 | 0 |
Buy And Hold Return (%) | 1734.6228 | 1734.6228 | 1734.6228 | 1734.6228 | 1734.6228 | 1734.6228 |
Max Trade Drawdown | -5662483 | -84855 | -5612962 | -41764422 | -13791119 | -42832428 |
Profit Factor | 0.0992 | 1.5061 | 0.0491 | 0.9382 | 1.8039 | 0.638 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 46 | 26 | 20 | 38 | 21 | 17 |
Losing Trades | 28 | 11 | 17 | 36 | 16 | 20 |
Profitability (%) | 62.1622 | 70.2703 | 54.0541 | 51.3514 | 56.7568 | 45.9459 |
Ratio Avg Win / Avg Loss | 0.0604 | 0.6372 | 0.0417 | 0.8888 | 1.3744 | 0.7505 |
Largest Winning Trade | 57402 | 41889 | 57402 | 17813778 | 17813778 | 10661835 |
Largest Losing Trade | -5542778 | -60345 | -5542778 | -37222735 | -6997409 | -37222735 |
Avg Bars in Trades | 76 | 79 | 72 | 76 | 79 | 72 |
Avg Bars in Winners | 40 | 42 | 37 | 92 | 97 | 87 |
Avg Bars in Losers | 135 | 168 | 114 | 59 | 57 | 60 |
Bars Traded | 5648 | 2953 | 2695 | 5648 | 2953 | 2695 |
Profit Streak | 407.2444 | 0 | 562.9111 | 0 | 602.5777 | 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 | -647115 | -285384 | -579663 | -649380 | 444503 | -582349 |
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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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