Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6586138.6753 | 110836.6871 | -6696975.3624 | -5489865.2816 | 25003488.8155 | -30493354.097 |
Total P&L (%) | -6586.1387 | 110.8367 | -6696.9754 | -5489.8653 | 25003.4888 | -30493.3541 |
Avg Daily Profit (%) | -3.3534 | 0.0564 | -3.4099 | 0 | 0.2817 | 0 |
Buy And Hold Return (%) | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 |
Max Trade Drawdown | -6880497 | -75556 | -6836137 | -67681158 | -6459731 | -65295466 |
Profit Factor | 0.0924 | 1.4689 | 0.0461 | 0.9462 | 2.4951 | 0.6425 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 51 | 26 | 25 | 41 | 22 | 19 |
Losing Trades | 27 | 13 | 14 | 37 | 17 | 20 |
Profitability (%) | 65.3846 | 66.6667 | 64.1026 | 52.5641 | 56.4103 | 48.7179 |
Ratio Avg Win / Avg Loss | 0.0489 | 0.7345 | 0.0258 | 0.8539 | 1.9281 | 0.6764 |
Largest Winning Trade | 58609 | 49603 | 58609 | 23355098 | 23355098 | 14948278 |
Largest Losing Trade | -6745596 | -65376 | -6745596 | -52470053 | -2615969 | -52470053 |
Avg Bars in Trades | 48 | 50 | 46 | 48 | 50 | 46 |
Avg Bars in Winners | 24 | 27 | 22 | 58 | 62 | 53 |
Avg Bars in Losers | 93 | 96 | 89 | 37 | 34 | 40 |
Bars Traded | 3780 | 1961 | 1820 | 3780 | 1961 | 1820 |
Profit Streak | 410.7039 | 0 | 566.2039 | 0 | 606.7039 | 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 | -616698 | -281708 | -577970 | -619223 | 550870 | -581255 |
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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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