Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6413940.6696 | 229676.9554 | -6643617.625 | 37182380.2172 | -26805406.4515 | 63987786.6688 |
Total P&L (%) | -6413.9407 | 229.677 | -6643.6176 | 37182.3802 | -26805.4065 | 63987.7867 |
Avg Daily Profit (%) | -2.8374 | 0.1016 | -2.939 | 0.2623 | 0 | 0.2863 |
Buy And Hold Return (%) | 9630.6059 | 9630.6059 | 9630.6059 | 9630.6059 | 9630.6059 | 9630.6059 |
Max Trade Drawdown | -6694771 | -45260 | -6761011 | -157568915 | -64682801 | -149190787 |
Profit Factor | 0.0953 | 2.8335 | 0.046 | 1.109 | 0.7927 | 1.3019 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 18 | 20 | 30 | 15 | 15 |
Losing Trades | 22 | 12 | 10 | 30 | 15 | 15 |
Profitability (%) | 63.3333 | 60 | 66.6667 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.0552 | 1.889 | 0.023 | 1.109 | 0.7927 | 1.3019 |
Largest Winning Trade | 68800 | 68800 | 40716 | 91468322 | 38077085 | 91468322 |
Largest Losing Trade | -6664756 | -29926 | -6664756 | -50243769 | -36028685 | -50243769 |
Avg Bars in Trades | 145 | 136 | 153 | 145 | 136 | 153 |
Avg Bars in Winners | 109 | 117 | 103 | 137 | 143 | 132 |
Avg Bars in Losers | 206 | 166 | 254 | 152 | 130 | 174 |
Bars Traded | 8710 | 4103 | 4607 | 8710 | 4103 | 4607 |
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 | -752549 | -216454 | -578665 | -267939 | -580825 | 309110 |
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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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