Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -14157586.3216 | 43502.7335 | -14201089.0551 | 531659028.5475 | 30321453.2896 | 501337575.2579 |
Total P&L (%) | -14157.5863 | 43.5027 | -14201.0891 | 531659.0285 | 30321.4533 | 501337.5753 |
Avg Daily Profit (%) | -5.9871 | 0.0184 | -6.0055 | 0.3634 | 0.2421 | 0.361 |
Buy And Hold Return (%) | 619.7917 | 619.7917 | 619.7917 | 619.7917 | 619.7917 | 619.7917 |
Max Trade Drawdown | -14370500 | -23856 | -14368015 | -183665793 | -87374381 | -177526476 |
Profit Factor | 0.0377 | 1.5886 | 0.0299 | 2.0425 | 1.1921 | 2.4235 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 16 | 20 | 30 | 15 | 15 |
Losing Trades | 22 | 13 | 9 | 28 | 14 | 14 |
Profitability (%) | 62.069 | 55.1724 | 68.9655 | 51.7241 | 51.7241 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.0231 | 1.2907 | 0.0135 | 1.9063 | 1.1127 | 2.2619 |
Largest Winning Trade | 54360 | 18660 | 54360 | 361317792 | 68362986 | 361317792 |
Largest Losing Trade | -14355624 | -16590 | -14355624 | -78384108 | -48047453 | -78384108 |
Avg Bars in Trades | 117 | 11 | 223 | 117 | 11 | 223 |
Avg Bars in Winners | 119 | 13 | 203 | 100 | 10 | 190 |
Avg Bars in Losers | 115 | 9 | 268 | 136 | 12 | 260 |
Bars Traded | 6826 | 332 | 6494 | 6826 | 332 | 6494 |
Profit Streak | 168.7859 | 0 | 170.1192 | 168.7859 | 0 | 170.1192 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758132 | -331313 | -577793 | -165378 | -319 | 532099 |
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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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