Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5275527.2327 | 156311.6178 | -5431838.8506 | -12463646.0133 | 42423478.7827 | -54887124.796 |
Total P&L (%) | -5275.5272 | 156.3116 | -5431.8389 | -12463.646 | 42423.4788 | -54887.1248 |
Avg Daily Profit (%) | -2.6861 | 0.0796 | -2.7657 | 0 | 0.3087 | 0 |
Buy And Hold Return (%) | 1496.8013 | 1496.8013 | 1496.8013 | 1496.8013 | 1496.8013 | 1496.8013 |
Max Trade Drawdown | -5633072 | -79134 | -5576090 | -69671217 | -17042251 | -69675914 |
Profit Factor | 0.1117 | 1.6655 | 0.0477 | 0.9126 | 2.0381 | 0.4609 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 47 | 25 | 22 | 41 | 22 | 19 |
Losing Trades | 27 | 12 | 15 | 33 | 15 | 18 |
Profitability (%) | 63.5135 | 67.5676 | 59.4595 | 55.4054 | 59.4595 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.0642 | 0.7995 | 0.0325 | 0.7346 | 1.3896 | 0.4366 |
Largest Winning Trade | 58795 | 41747 | 58795 | 39189362 | 39189362 | 13731502 |
Largest Losing Trade | -5514643 | -65108 | -5514643 | -69671217 | -12183789 | -69671217 |
Avg Bars in Trades | 76 | 79 | 73 | 76 | 79 | 73 |
Avg Bars in Winners | 42 | 44 | 39 | 83 | 90 | 76 |
Avg Bars in Losers | 136 | 151 | 123 | 67 | 63 | 71 |
Bars Traded | 5662 | 2929 | 2733 | 5662 | 2929 | 2733 |
Profit Streak | 430.6765 | 430.6765 | 553.0099 | 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 | -646187 | -249221 | -578211 | -648577 | 466584 | -580597 |
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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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