Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7998011.7695 | 223259.1183 | -8221270.8878 | 62457964.2381 | -37036094.2905 | 99494058.5286 |
Total P&L (%) | -7998.0118 | 223.2591 | -8221.2709 | 62457.9642 | -37036.0943 | 99494.0585 |
Avg Daily Profit (%) | -3.5354 | 0.0987 | -3.6341 | 0.285 | 0 | 0.3056 |
Buy And Hold Return (%) | 11953.6005 | 11953.6005 | 11953.6005 | 11953.6005 | 11953.6005 | 11953.6005 |
Max Trade Drawdown | -8267174 | -86523 | -8296960 | -96685167 | -70205679 | -55285795 |
Profit Factor | 0.0761 | 2.263 | 0.0305 | 1.3649 | 0.639 | 2.4513 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 39 | 19 | 20 | 37 | 22 | 15 |
Losing Trades | 31 | 16 | 15 | 33 | 13 | 20 |
Profitability (%) | 55.7143 | 54.2857 | 57.1429 | 52.8571 | 62.8571 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0605 | 1.9057 | 0.0229 | 1.2173 | 0.3776 | 3.2684 |
Largest Winning Trade | 91969 | 91969 | 42163 | 111542438 | 15235476 | 111542438 |
Largest Losing Trade | -8211496 | -45138 | -8211496 | -31343716 | -31343716 | -18960829 |
Avg Bars in Trades | 123 | 134 | 113 | 123 | 134 | 113 |
Avg Bars in Winners | 87 | 114 | 63 | 121 | 127 | 112 |
Avg Bars in Losers | 169 | 158 | 180 | 126 | 146 | 113 |
Bars Traded | 8676 | 4704 | 3972 | 8676 | 4704 | 3972 |
Profit Streak | 43.5432 | 122.7932 | 0 | 43.5432 | 122.7932 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -677983 | -220758 | -579861 | -89514 | -577734 | 389674 |
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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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