Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10269149.2408 | 155727.7489 | -10424876.9898 | 95489563.6607 | -22462871.33 | 117952434.9907 |
Total P&L (%) | -10269.1492 | 155.7277 | -10424.877 | 95489.5637 | -22462.8713 | 117952.435 |
Avg Daily Profit (%) | -4.5338 | 0.0688 | -4.6026 | 0.3034 | 0 | 0.3128 |
Buy And Hold Return (%) | 10407.5144 | 10407.5144 | 10407.5144 | 10407.5144 | 10407.5144 | 10407.5144 |
Max Trade Drawdown | -10447156 | -72251 | -10497862 | -82968401 | -68184910 | -65581096 |
Profit Factor | 0.0507 | 2.0861 | 0.0233 | 1.551 | 0.7607 | 2.4846 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 18 | 20 | 28 | 15 | 13 |
Losing Trades | 22 | 12 | 10 | 32 | 15 | 17 |
Profitability (%) | 63.3333 | 60 | 66.6667 | 46.6667 | 50 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.0293 | 1.3907 | 0.0117 | 1.7725 | 0.7607 | 3.2491 |
Largest Winning Trade | 79570 | 79570 | 35078 | 139572616 | 24912868 | 139572616 |
Largest Losing Trade | -10410913 | -36774 | -10410913 | -23291077 | -23291077 | -17604419 |
Avg Bars in Trades | 107 | 123 | 90 | 107 | 123 | 90 |
Avg Bars in Winners | 67 | 73 | 61 | 129 | 149 | 107 |
Avg Bars in Losers | 175 | 199 | 147 | 86 | 98 | 76 |
Bars Traded | 6420 | 3713 | 2707 | 6420 | 3713 | 2707 |
Profit Streak | 11.2358 | 11.9025 | 0 | 11.2358 | 11.9025 | 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 | -751912 | -262182 | -578665 | -162508 | -580200 | 399494 |
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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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