Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8047781.755 | 112325.5294 | -8160107.2844 | -3662371.4259 | 15344977.918 | -19007349.3439 |
Total P&L (%) | -8047.7818 | 112.3255 | -8160.1073 | -3662.3714 | 15344.9779 | -19007.3493 |
Avg Daily Profit (%) | -4.0997 | 0.0572 | -4.157 | 0 | 0.2571 | 0 |
Buy And Hold Return (%) | 1615.1899 | 1615.1899 | 1615.1899 | 1615.1899 | 1615.1899 | 1615.1899 |
Max Trade Drawdown | -8384406 | -80554 | -8336731 | -39185698 | -2947839 | -39294918 |
Profit Factor | 0.0866 | 1.4556 | 0.0472 | 0.9374 | 2.6881 | 0.6153 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 48 | 23 | 25 | 38 | 19 | 19 |
Losing Trades | 28 | 15 | 13 | 38 | 19 | 19 |
Profitability (%) | 63.1579 | 60.5263 | 65.7895 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.0505 | 0.9493 | 0.0246 | 0.9374 | 2.6881 | 0.6153 |
Largest Winning Trade | 65313 | 65313 | 60239 | 10229870 | 10229870 | 8865885 |
Largest Losing Trade | -8212974 | -61859 | -8212974 | -39126836 | -1610422 | -39126836 |
Avg Bars in Trades | 149 | 107 | 191 | 149 | 107 | 191 |
Avg Bars in Winners | 95 | 75 | 112 | 168 | 140 | 197 |
Avg Bars in Losers | 242 | 156 | 342 | 130 | 75 | 185 |
Bars Traded | 11371 | 4094 | 7277 | 11371 | 4094 | 7277 |
Profit Streak | 437.2291 | 437.2291 | 553.8958 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -631233 | -280958 | -577366 | -634555 | 491998 | -580764 |
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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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