Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11493732.5339 | 25575.2372 | -11519307.7711 | 2033586.8245 | 31365076.0362 | -29331489.2117 |
Total P&L (%) | -11493.7325 | 25.5752 | -11519.3078 | 2033.5868 | 31365.076 | -29331.4892 |
Avg Daily Profit (%) | -5.094 | 0.0113 | -5.1053 | 0.1357 | 0.2552 | 0 |
Buy And Hold Return (%) | 8964.1534 | 8964.1534 | 8964.1534 | 8964.1534 | 8964.1534 | 8964.1534 |
Max Trade Drawdown | -11736444 | -130588 | -11618435 | -51372290 | -4189678 | -57266615 |
Profit Factor | 0.035 | 1.1211 | 0.0154 | 1.0263 | 4.8194 | 0.5752 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 19 | 21 | 44 | 23 | 21 |
Losing Trades | 29 | 15 | 14 | 25 | 11 | 14 |
Profitability (%) | 57.971 | 55.8824 | 60 | 63.7681 | 67.6471 | 60 |
Ratio Avg Win / Avg Loss | 0.0254 | 0.885 | 0.0102 | 0.5831 | 2.3049 | 0.3835 |
Largest Winning Trade | 91785 | 91785 | 38662 | 17866013 | 12614902 | 17866013 |
Largest Losing Trade | -11381012 | -51252 | -11381012 | -50967732 | -2027749 | -50967732 |
Avg Bars in Trades | 93 | 102 | 84 | 93 | 102 | 84 |
Avg Bars in Winners | 68 | 84 | 52 | 85 | 100 | 67 |
Avg Bars in Losers | 128 | 125 | 132 | 108 | 106 | 109 |
Bars Traded | 6449 | 3490 | 2959 | 6449 | 3490 | 2959 |
Profit Streak | 0 | 86.8979 | 0 | 0 | 86.8979 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685744 | -431198 | -579491 | -474650 | 588001 | -579491 |
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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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