Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10926710.2914 | -12144.2885 | -10914566.0029 | 54499321.3973 | 27227847.8642 | 27271473.5332 |
Total P&L (%) | -10926.7103 | -12.1443 | -10914.566 | 54499.3214 | 27227.8479 | 27271.4735 |
Avg Daily Profit (%) | -5.8421 | -0.0065 | -5.8356 | 0.3375 | 0.3004 | 0.3005 |
Buy And Hold Return (%) | 7210.9389 | 7210.9389 | 7210.9389 | 7210.9389 | 7210.9389 | 7210.9389 |
Max Trade Drawdown | -11016658 | -61252 | -10975162 | -42534706 | -3663381 | -55366939 |
Profit Factor | 0.0319 | 0.8824 | 0.024 | 1.7747 | 3.5292 | 1.4577 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 47 | 22 | 25 | 23 | 14 | 9 |
Losing Trades | 14 | 9 | 5 | 38 | 17 | 21 |
Profitability (%) | 77.0492 | 70.9677 | 83.3333 | 37.7049 | 45.1613 | 30 |
Ratio Avg Win / Avg Loss | 0.0095 | 0.361 | 0.0048 | 2.9321 | 4.2855 | 3.4013 |
Largest Winning Trade | 31183 | 15284 | 31183 | 37421807 | 10790588 | 37421807 |
Largest Losing Trade | -10480207 | -31034 | -10480207 | -13739502 | -2562125 | -13739502 |
Avg Bars in Trades | 79 | 7 | 154 | 79 | 7 | 154 |
Avg Bars in Winners | 35 | 4 | 62 | 80 | 11 | 189 |
Avg Bars in Losers | 229 | 16 | 611 | 79 | 5 | 139 |
Bars Traded | 4872 | 245 | 4627 | 4872 | 245 | 4627 |
Profit Streak | 207.3489 | 207.3489 | 212.0156 | 207.3489 | 207.3489 | 212.0156 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -741886 | -576846 | -575637 | -157095 | 450828 | 64415 |
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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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