Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -13607533.4181 | 10331.3845 | -13617864.8027 | 3377160.7961 | 24921119.8526 | -21543959.0565 |
Total P&L (%) | -13607.5334 | 10.3314 | -13617.8648 | 3377.1608 | 24921.1199 | -21543.9591 |
Avg Daily Profit (%) | -6.0272 | 0.0046 | -6.0318 | 0.1573 | 0.2449 | 0 |
Buy And Hold Return (%) | 8422.5484 | 8422.5484 | 8422.5484 | 8422.5484 | 8422.5484 | 8422.5484 |
Max Trade Drawdown | -13757440 | -90312 | -13681062 | -34417476 | -5536131 | -47310540 |
Profit Factor | 0.0466 | 1.032 | 0.0238 | 1.0382 | 2.0172 | 0.663 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 85 | 38 | 47 | 87 | 47 | 40 |
Losing Trades | 81 | 45 | 36 | 79 | 36 | 43 |
Profitability (%) | 51.2048 | 45.7831 | 56.6265 | 52.4096 | 56.6265 | 48.1928 |
Ratio Avg Win / Avg Loss | 0.0444 | 1.2221 | 0.0182 | 0.9427 | 1.5451 | 0.7127 |
Largest Winning Trade | 82071 | 82071 | 22002 | 11697359 | 11697359 | 10341456 |
Largest Losing Trade | -13462518 | -41724 | -13462518 | -33513351 | -2999668 | -33513351 |
Avg Bars in Trades | 39 | 30 | 48 | 39 | 30 | 48 |
Avg Bars in Winners | 26 | 25 | 27 | 37 | 25 | 50 |
Avg Bars in Losers | 53 | 34 | 77 | 42 | 36 | 47 |
Bars Traded | 6580 | 2525 | 4055 | 6580 | 2525 | 4055 |
Profit Streak | 33.9698 | 61.9698 | 0 | 33.9698 | 61.9698 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579210 | -539194 | -580250 | -336566 | 366980 | -581812 |
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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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