Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5540556.5074 | 178929.991 | -5719486.4984 | -37453864.0875 | 37455419.3215 | -74909283.4089 |
Total P&L (%) | -5540.5565 | 178.93 | -5719.4865 | -37453.8641 | 37455.4193 | -74909.2834 |
Avg Daily Profit (%) | -2.8211 | 0.0911 | -2.9122 | 0 | 0.3023 | 0 |
Buy And Hold Return (%) | 2531.068 | 2531.068 | 2531.068 | 2531.068 | 2531.068 | 2531.068 |
Max Trade Drawdown | -5894545 | -74443 | -5876986 | -247338439 | -87691304 | -159647134 |
Profit Factor | 0.0826 | 2.5865 | 0.0349 | 0.873 | 1.3099 | 0.5698 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 59 | 32 | 27 | 45 | 20 | 25 |
Losing Trades | 16 | 5 | 11 | 30 | 17 | 13 |
Profitability (%) | 78.6667 | 86.4865 | 71.0526 | 60 | 54.0541 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.0224 | 0.4041 | 0.0142 | 0.582 | 1.1135 | 0.2963 |
Largest Winning Trade | 48946 | 48946 | 36364 | 109230339 | 109230339 | 63221168 |
Largest Losing Trade | -5826415 | -60053 | -5826415 | -129845208 | -34136493 | -129845208 |
Avg Bars in Trades | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Winners | 15 | 19 | 10 | 50 | 56 | 45 |
Avg Bars in Losers | 155 | 164 | 150 | 38 | 19 | 62 |
Bars Traded | 3400 | 1459 | 1941 | 3400 | 1459 | 1941 |
Profit Streak | 0 | 706.3538 | 0 | 597.3538 | 0 | 601.8538 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638061 | -229100 | -578035 | -639898 | 345161 | -578134 |
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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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