Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9323594.3136 | 63300.3782 | -9386894.6918 | 300808703.2079 | 90950154.9392 | 209858548.2686 |
Total P&L (%) | -9323.5943 | 63.3004 | -9386.8947 | 300808.7032 | 90950.1549 | 209858.5483 |
Avg Daily Profit (%) | -4.9903 | 0.0339 | -5.0242 | 0.4296 | 0.3654 | 0.4103 |
Buy And Hold Return (%) | 9636.9856 | 9636.9856 | 9636.9856 | 9636.9856 | 9636.9856 | 9636.9856 |
Max Trade Drawdown | -9444179 | -45034 | -9432186 | -62884105 | -8291443 | -68058087 |
Profit Factor | 0.0451 | 1.7187 | 0.0299 | 2.6833 | 3.9334 | 2.4209 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 39 | 19 | 20 | 29 | 19 | 10 |
Losing Trades | 24 | 13 | 11 | 34 | 13 | 21 |
Profitability (%) | 61.9048 | 59.375 | 64.5161 | 46.0317 | 59.375 | 32.2581 |
Ratio Avg Win / Avg Loss | 0.0278 | 1.176 | 0.0164 | 3.146 | 2.6913 | 5.0839 |
Largest Winning Trade | 40392 | 31994 | 40392 | 232066838 | 57229264 | 232066838 |
Largest Losing Trade | -8965943 | -26436 | -8965943 | -43174891 | -8291443 | -43174891 |
Avg Bars in Trades | 80 | 16 | 147 | 80 | 16 | 147 |
Avg Bars in Winners | 51 | 14 | 87 | 85 | 17 | 214 |
Avg Bars in Losers | 128 | 20 | 255 | 76 | 15 | 114 |
Bars Traded | 5092 | 532 | 4560 | 5092 | 532 | 4560 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730234 | -309802 | -578936 | -137423 | 645288 | 270282 |
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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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