Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5997062.8693 | 97951.948 | -6095014.8172 | -2298211.9834 | 18230814.7448 | -20529026.7281 |
Total P&L (%) | -5997.0629 | 97.9519 | -6095.0148 | -2298.212 | 18230.8147 | -20529.0267 |
Avg Daily Profit (%) | -3.0535 | 0.0499 | -3.1034 | 0 | 0.2657 | 0 |
Buy And Hold Return (%) | 1727.553 | 1727.553 | 1727.553 | 1727.553 | 1727.553 | 1727.553 |
Max Trade Drawdown | -6279422 | -89899 | -6223297 | -29593144 | -4583022 | -29768195 |
Profit Factor | 0.0937 | 1.4302 | 0.0461 | 0.9469 | 3.4515 | 0.4273 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 39 | 20 | 19 | 31 | 16 | 15 |
Losing Trades | 23 | 11 | 12 | 31 | 15 | 16 |
Profitability (%) | 62.9032 | 64.5161 | 61.2903 | 50 | 51.6129 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.0553 | 0.7866 | 0.0291 | 0.9469 | 3.2358 | 0.4558 |
Largest Winning Trade | 61937 | 61937 | 58609 | 9820424 | 9820424 | 4424142 |
Largest Losing Trade | -6112627 | -63966 | -6112627 | -29593144 | -4327437 | -29593144 |
Avg Bars in Trades | 61 | 62 | 59 | 61 | 62 | 59 |
Avg Bars in Winners | 37 | 43 | 30 | 68 | 72 | 65 |
Avg Bars in Losers | 102 | 98 | 106 | 53 | 52 | 54 |
Bars Traded | 3798 | 1952 | 1846 | 3798 | 1952 | 1846 |
Profit Streak | 427.7903 | 427.7903 | 551.2903 | 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 | -736266 | -290445 | -578019 | -739277 | 553306 | -581445 |
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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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