Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5743562.0722 | 138823.2407 | -5882385.3128 | -10274217.4291 | 21771268.638 | -32045486.0671 |
Total P&L (%) | -5743.5621 | 138.8232 | -5882.3853 | -10274.2174 | 21771.2686 | -32045.4861 |
Avg Daily Profit (%) | -2.9244 | 0.0707 | -2.9951 | 0 | 0.2747 | 0 |
Buy And Hold Return (%) | 2718.7221 | 2718.7221 | 2718.7221 | 2718.7221 | 2718.7221 | 2718.7221 |
Max Trade Drawdown | -6041276 | -94676 | -5980060 | -67702483 | -16458653 | -57100931 |
Profit Factor | 0.0939 | 1.635 | 0.0388 | 0.9093 | 1.5769 | 0.5758 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 46 | 22 | 24 | 48 | 27 | 21 |
Losing Trades | 41 | 21 | 20 | 39 | 16 | 23 |
Profitability (%) | 52.8736 | 51.1628 | 54.5455 | 55.1724 | 62.7907 | 47.7273 |
Ratio Avg Win / Avg Loss | 0.0837 | 1.5607 | 0.0324 | 0.7388 | 0.9344 | 0.6306 |
Largest Winning Trade | 68127 | 68127 | 60493 | 19208822 | 19208822 | 9801106 |
Largest Losing Trade | -5927202 | -42068 | -5927202 | -49552064 | -16458653 | -49552064 |
Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Winners | 31 | 29 | 32 | 51 | 56 | 45 |
Avg Bars in Losers | 54 | 60 | 49 | 31 | 25 | 35 |
Bars Traded | 3693 | 1919 | 1774 | 3693 | 1919 | 1774 |
Profit Streak | 396.4941 | 0 | 591.9941 | 0 | 587.9941 | 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 | -579587 | -261041 | -578796 | -579875 | 412301 | -581603 |
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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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