Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -13275867.4439 | -16028.8465 | -13259838.5973 | 537567.7653 | 28810942.3189 | -28273374.5536 |
Total P&L (%) | -13275.8674 | -16.0288 | -13259.8386 | 537.5678 | 28810.9423 | -28273.3746 |
Avg Daily Profit (%) | -5.857 | -0.0071 | -5.8499 | 0.0818 | 0.2503 | 0 |
Buy And Hold Return (%) | 9808.6264 | 9808.6264 | 9808.6264 | 9808.6264 | 9808.6264 | 9808.6264 |
Max Trade Drawdown | -13456418 | -148078 | -13316871 | -44386760 | -5293092 | -49226311 |
Profit Factor | 0.0281 | 0.9326 | 0.0121 | 1.0074 | 4.1771 | 0.5519 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 39 | 19 | 20 | 43 | 23 | 20 |
Losing Trades | 39 | 20 | 19 | 35 | 16 | 19 |
Profitability (%) | 50 | 48.7179 | 51.2821 | 55.1282 | 58.9744 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.0281 | 0.9817 | 0.0115 | 0.82 | 2.9058 | 0.5243 |
Largest Winning Trade | 98144 | 98144 | 35269 | 15645918 | 11640724 | 15645918 |
Largest Losing Trade | -13066358 | -51252 | -13066358 | -44355874 | -2305573 | -44355874 |
Avg Bars in Trades | 82 | 89 | 76 | 82 | 89 | 76 |
Avg Bars in Winners | 66 | 80 | 52 | 76 | 86 | 64 |
Avg Bars in Losers | 99 | 98 | 100 | 90 | 94 | 87 |
Bars Traded | 6459 | 3495 | 2964 | 6459 | 3495 | 2964 |
Profit Streak | 12.7235 | 13.3901 | 0 | 12.7235 | 13.3901 | 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 | -618943 | -580652 | -580591 | -500653 | 514082 | -580591 |
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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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