Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7054490.2054 | 20220.2677 | -7074710.4731 | 8790795.4679 | -21022882.6199 | 29813678.0878 |
Total P&L (%) | -7054.4902 | 20.2203 | -7074.7105 | 8790.7955 | -21022.8826 | 29813.6781 |
Avg Daily Profit (%) | -3.1142 | 0.0089 | -3.1231 | 0.1983 | 0 | 0.252 |
Buy And Hold Return (%) | 341.2617 | 341.2617 | 341.2617 | 341.2617 | 341.2617 | 341.2617 |
Max Trade Drawdown | -7146477 | -102371 | -173647 | -47549639 | -25916239 | -28863660 |
Profit Factor | 0.0893 | 1.0674 | 0.0499 | 1.0665 | 0.6872 | 1.4581 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 49 | 23 | 26 | 47 | 21 | 26 |
Losing Trades | 47 | 25 | 22 | 49 | 27 | 22 |
Profitability (%) | 51.0417 | 47.9167 | 54.1667 | 48.9583 | 43.75 | 54.1667 |
Ratio Avg Win / Avg Loss | 0.0856 | 1.1602 | 0.0422 | 1.1118 | 0.8835 | 1.2338 |
Largest Winning Trade | 78603 | 78603 | 33771 | 59700071 | 11434650 | 59700071 |
Largest Losing Trade | -7109080 | -29324 | -7109080 | -10237913 | -10237913 | -7266969 |
Avg Bars in Trades | 88 | 39 | 138 | 88 | 39 | 138 |
Avg Bars in Winners | 74 | 33 | 111 | 63 | 32 | 88 |
Avg Bars in Losers | 103 | 45 | 169 | 113 | 45 | 196 |
Bars Traded | 8517 | 1891 | 6626 | 8517 | 1891 | 6626 |
Profit Streak | 0 | 9.784 | 0 | 0 | 9.784 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580387 | -493107 | -580149 | -139558 | -582455 | 365787 |
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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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