Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -14643815.8186 | -21264.1344 | -14622551.6842 | 46950542.1638 | 24388491.0642 | 22562051.0996 |
Total P&L (%) | -14643.8158 | -21.2641 | -14622.5517 | 46950.5422 | 24388.4911 | 22562.0511 |
Avg Daily Profit (%) | -6.1888 | -0.009 | -6.1798 | 0.2604 | 0.2327 | 0.2295 |
Buy And Hold Return (%) | 496.686 | 496.686 | 496.686 | 496.686 | 496.686 | 496.686 |
Max Trade Drawdown | -14779913 | -43917 | -14749432 | -119231464 | -5680824 | -115488460 |
Profit Factor | 0.0351 | 0.7822 | 0.0303 | 1.2091 | 2.4051 | 1.1089 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 36 | 15 | 21 | 36 | 20 | 16 |
Losing Trades | 29 | 18 | 11 | 29 | 13 | 16 |
Profitability (%) | 55.3846 | 45.4545 | 65.625 | 55.3846 | 60.6061 | 50 |
Ratio Avg Win / Avg Loss | 0.0283 | 0.9386 | 0.0159 | 0.974 | 1.5633 | 1.1089 |
Largest Winning Trade | 43300 | 12027 | 43300 | 116180855 | 8548382 | 116180855 |
Largest Losing Trade | -14643976 | -22527 | -14643976 | -109581027 | -5241273 | -109581027 |
Avg Bars in Trades | 202 | 5 | 404 | 202 | 5 | 404 |
Avg Bars in Winners | 164 | 4 | 277 | 167 | 6 | 369 |
Avg Bars in Losers | 249 | 6 | 646 | 244 | 4 | 439 |
Bars Traded | 13136 | 194 | 12942 | 13136 | 194 | 12942 |
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 | -716079 | -582292 | -578784 | -128886 | 522987 | -92481 |
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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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