Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -13259578.0423 | -11065.6128 | -13248512.4295 | 750408.5693 | 23779381.9563 | -23028973.387 |
Total P&L (%) | -13259.578 | -11.0656 | -13248.5124 | 750.4086 | 23779.382 | -23028.9734 |
Avg Daily Profit (%) | -5.8438 | -0.0049 | -5.8389 | 0.0944 | 0.2416 | 0 |
Buy And Hold Return (%) | 9950.1944 | 9950.1944 | 9950.1944 | 9950.1944 | 9950.1944 | 9950.1944 |
Max Trade Drawdown | -13426787 | -131916 | -13298683 | -38632627 | -6027848 | -43017731 |
Profit Factor | 0.0284 | 0.9506 | 0.013 | 1.0118 | 3.6288 | 0.5797 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 16 | 20 | 36 | 19 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 17 | 19 |
Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 52.7778 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.0284 | 1.1882 | 0.0104 | 1.0118 | 3.2468 | 0.6479 |
Largest Winning Trade | 87911 | 87911 | 35522 | 14837889 | 10137018 | 14837889 |
Largest Losing Trade | -13064940 | -50492 | -13064940 | -38622019 | -1909358 | -38622019 |
Avg Bars in Trades | 89 | 97 | 82 | 89 | 97 | 82 |
Avg Bars in Winners | 71 | 85 | 60 | 81 | 95 | 66 |
Avg Bars in Losers | 107 | 106 | 109 | 97 | 99 | 96 |
Bars Traded | 6459 | 3495 | 2964 | 6459 | 3495 | 2964 |
Profit Streak | 15.2683 | 15.935 | 0 | 15.2683 | 15.935 | 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 | -663971 | -580695 | -580059 | -523113 | 425852 | -581860 |
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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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