Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9568546.973 | 208745.5364 | -9777292.5095 | 29031178.3578 | -14285828.3459 | 43317006.7037 |
Total P&L (%) | -9568.547 | 208.7455 | -9777.2925 | 29031.1784 | -14285.8283 | 43317.0067 |
Avg Daily Profit (%) | -4.2097 | 0.0918 | -4.3015 | 0.25 | 0 | 0.2676 |
Buy And Hold Return (%) | 10343.0517 | 10343.0517 | 10343.0517 | 10343.0517 | 10343.0517 | 10343.0517 |
Max Trade Drawdown | -9853558 | -81937 | -9854870 | -79957200 | -49067352 | -66020742 |
Profit Factor | 0.0619 | 2.1954 | 0.0248 | 1.1539 | 0.8385 | 1.4322 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 18 | 21 | 41 | 22 | 19 |
Losing Trades | 27 | 15 | 12 | 25 | 11 | 14 |
Profitability (%) | 59.0909 | 54.5455 | 63.6364 | 62.1212 | 66.6667 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.0429 | 1.8295 | 0.0141 | 0.7036 | 0.4192 | 1.0553 |
Largest Winning Trade | 58354 | 58354 | 40984 | 82506379 | 19222548 | 82506379 |
Largest Losing Trade | -9803061 | -45376 | -9803061 | -36082648 | -29328254 | -36082648 |
Avg Bars in Trades | 65 | 88 | 41 | 65 | 88 | 41 |
Avg Bars in Winners | 43 | 62 | 26 | 66 | 86 | 42 |
Avg Bars in Losers | 96 | 120 | 67 | 63 | 93 | 41 |
Bars Traded | 4304 | 2930 | 1374 | 4304 | 2930 | 1374 |
Profit Streak | 30.4498 | 30.4498 | 32.9498 | 30.4498 | 30.4498 | 32.9498 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -707097 | -230852 | -578494 | -173669 | -578102 | 322195 |
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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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