Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6402108.1488 | 41542.2233 | -6443650.3721 | -3120426.6242 | 11047162.8473 | -14167589.4715 |
Total P&L (%) | -6402.1081 | 41.5422 | -6443.6504 | -3120.4266 | 11047.1628 | -14167.5895 |
Avg Daily Profit (%) | -3.2597 | 0.0212 | -3.2809 | 0 | 0.2403 | 0 |
Buy And Hold Return (%) | 1629.2616 | 1629.2616 | 1629.2616 | 1629.2616 | 1629.2616 | 1629.2616 |
Max Trade Drawdown | -6506167 | -110785 | -6518607 | -34585277 | -16946320 | -20991512 |
Profit Factor | 0.0748 | 1.1502 | 0.03 | 0.933 | 1.5082 | 0.4288 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 64 | 31 | 33 | 36 | 20 | 16 |
Losing Trades | 22 | 12 | 10 | 50 | 23 | 27 |
Profitability (%) | 74.4186 | 72.093 | 76.7442 | 41.8605 | 46.5116 | 37.2093 |
Ratio Avg Win / Avg Loss | 0.0257 | 0.4453 | 0.0091 | 1.2958 | 1.7344 | 0.7236 |
Largest Winning Trade | 37852 | 37852 | 18139 | 18321456 | 18321456 | 5652807 |
Largest Losing Trade | -6465945 | -61277 | -6465945 | -10845390 | -4069414 | -10845390 |
Avg Bars in Trades | 43 | 49 | 38 | 43 | 49 | 38 |
Avg Bars in Winners | 18 | 16 | 19 | 58 | 68 | 45 |
Avg Bars in Losers | 118 | 132 | 102 | 33 | 32 | 35 |
Bars Traded | 3781 | 2114 | 1667 | 3781 | 2114 | 1667 |
Profit Streak | 401.1067 | 0 | 556.1067 | 0 | 549.6067 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576519 | -384394 | -575925 | -582046 | 372833 | -585701 |
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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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