Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -13194337.3718 | -960.2538 | -13193377.118 | 1017039.5143 | 25498079.3278 | -24481039.8134 |
Total P&L (%) | -13194.3374 | -0.9603 | -13193.3771 | 1017.0395 | 25498.0793 | -24481.0398 |
Avg Daily Profit (%) | -5.8176 | -0.0004 | -5.8172 | 0.1065 | 0.2448 | 0 |
Buy And Hold Return (%) | 10193.9113 | 10193.9113 | 10193.9113 | 10193.9113 | 10193.9113 | 10193.9113 |
Max Trade Drawdown | -13345786 | -113791 | -13240526 | -37216981 | -7714874 | -51506309 |
Profit Factor | 0.0277 | 0.9956 | 0.0118 | 1.0151 | 2.8127 | 0.54 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 15 | 20 | 33 | 17 | 16 |
Losing Trades | 35 | 20 | 15 | 37 | 18 | 19 |
Profitability (%) | 50 | 42.8571 | 57.1429 | 47.1429 | 48.5714 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.0277 | 1.3275 | 0.0089 | 1.1382 | 2.9781 | 0.6413 |
Largest Winning Trade | 88874 | 88874 | 35522 | 20150111 | 13625284 | 20150111 |
Largest Losing Trade | -13027370 | -50492 | -13027370 | -36242022 | -2698637 | -36242022 |
Avg Bars in Trades | 92 | 99 | 84 | 92 | 99 | 84 |
Avg Bars in Winners | 70 | 81 | 61 | 84 | 97 | 70 |
Avg Bars in Losers | 114 | 113 | 116 | 99 | 101 | 97 |
Bars Traded | 6459 | 3488 | 2971 | 6459 | 3488 | 2971 |
Profit Streak | 14.0106 | 14.6772 | 0 | 14.0106 | 14.6772 | 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 | -678959 | -581309 | -579861 | -519412 | 369323 | -582454 |
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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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