Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -12775700.8222 | 159890.1784 | -12935591.0005 | 126045352.0015 | 16701196.994 | 109344155.0075 |
Total P&L (%) | -12775.7008 | 159.8902 | -12935.591 | 126045.352 | 16701.197 | 109344.155 |
Avg Daily Profit (%) | -5.6194 | 0.0703 | -5.6897 | 0.3145 | 0.2256 | 0.3083 |
Buy And Hold Return (%) | 10315.2931 | 10315.2931 | 10315.2931 | 10315.2931 | 10315.2931 | 10315.2931 |
Max Trade Drawdown | -12961267 | -75339 | -13011981 | -88024627 | -38267083 | -65026103 |
Profit Factor | 0.0469 | 1.9568 | 0.0228 | 1.8163 | 1.2057 | 2.4936 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 23 | 19 | 30 | 17 | 13 |
Losing Trades | 24 | 10 | 14 | 36 | 16 | 20 |
Profitability (%) | 63.6364 | 69.697 | 57.5758 | 45.4545 | 51.5152 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.0268 | 0.8508 | 0.0168 | 2.1795 | 1.1347 | 3.8363 |
Largest Winning Trade | 53053 | 53053 | 37263 | 86450288 | 38416762 | 86450288 |
Largest Losing Trade | -12910767 | -34141 | -12910767 | -16240249 | -13666866 | -16240249 |
Avg Bars in Trades | 65 | 75 | 55 | 65 | 75 | 55 |
Avg Bars in Winners | 50 | 64 | 34 | 72 | 79 | 63 |
Avg Bars in Losers | 89 | 98 | 83 | 59 | 71 | 49 |
Bars Traded | 4298 | 2482 | 1816 | 4298 | 2482 | 1816 |
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 | -707510 | -261345 | -579820 | -118082 | -1492 | 344396 |
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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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