Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11049570.9201 | 49547.7765 | -11099118.6966 | 16853948.9655 | 14965771.2945 | 1888177.671 |
Total P&L (%) | -11049.5709 | 49.5478 | -11099.1187 | 16853.949 | 14965.7713 | 1888.1777 |
Avg Daily Profit (%) | -5.9149 | 0.0265 | -5.9415 | 0.2752 | 0.2688 | 0.1602 |
Buy And Hold Return (%) | 5018.2766 | 5018.2766 | 5018.2766 | 5018.2766 | 5018.2766 | 5018.2766 |
Max Trade Drawdown | -11115438 | -29046 | -11150332 | -96891767 | -14954031 | -88683401 |
Profit Factor | 0.0369 | 1.8225 | 0.0275 | 1.1414 | 1.714 | 1.0192 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 50.8197 | 51.6129 | 50 | 50.8197 | 51.6129 | 50 |
Ratio Avg Win / Avg Loss | 0.0357 | 1.7086 | 0.0275 | 1.1046 | 1.6068 | 1.0192 |
Largest Winning Trade | 53926 | 15903 | 53926 | 73392049 | 15107308 | 73392049 |
Largest Losing Trade | -10716450 | -16595 | -10716450 | -32038818 | -7656110 | -32038818 |
Avg Bars in Trades | 314 | 24 | 614 | 314 | 24 | 614 |
Avg Bars in Winners | 144 | 19 | 278 | 221 | 27 | 428 |
Avg Bars in Losers | 490 | 30 | 950 | 410 | 21 | 800 |
Bars Traded | 19189 | 757 | 18432 | 19189 | 757 | 18432 |
Profit Streak | 214.4063 | 214.573 | 214.4063 | 214.4063 | 214.573 | 214.4063 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745263 | -317957 | -579850 | -223613 | 379889 | -356541 |
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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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