Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5365221.4324 | 65326.6402 | -5430548.0725 | -5896069.3332 | 11319787.5877 | -17215856.9208 |
Total P&L (%) | -5365.2214 | 65.3266 | -5430.5481 | -5896.0693 | 11319.7876 | -17215.8569 |
Avg Daily Profit (%) | -2.7318 | 0.0333 | -2.765 | 0 | 0.2415 | 0 |
Buy And Hold Return (%) | 1672.0691 | 1672.0691 | 1672.0691 | 1672.0691 | 1672.0691 | 1672.0691 |
Max Trade Drawdown | -5562587 | -88276 | -5535965 | -41696162 | -13953559 | -29834590 |
Profit Factor | 0.0801 | 1.3459 | 0.0377 | 0.9082 | 1.4969 | 0.5848 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 59 | 29 | 30 | 45 | 24 | 21 |
Losing Trades | 27 | 14 | 13 | 41 | 19 | 22 |
Profitability (%) | 68.6047 | 67.4419 | 69.7674 | 52.3256 | 55.814 | 48.8372 |
Ratio Avg Win / Avg Loss | 0.0367 | 0.6497 | 0.0164 | 0.8275 | 1.1851 | 0.6127 |
Largest Winning Trade | 33537 | 29549 | 33537 | 19150395 | 19150395 | 9624307 |
Largest Losing Trade | -5475902 | -59721 | -5475902 | -29813790 | -9386591 | -29813790 |
Avg Bars in Trades | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Winners | 19 | 19 | 19 | 51 | 57 | 46 |
Avg Bars in Losers | 96 | 96 | 96 | 34 | 29 | 39 |
Bars Traded | 3762 | 1922 | 1840 | 3762 | 1922 | 1840 |
Profit Streak | 411.5629 | 0 | 638.5629 | 0 | 599.5629 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577273 | -313225 | -576815 | -580246 | 406424 | -581179 |
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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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