Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5206294.0392 | 256262.9835 | -5462557.0227 | 43164767.1726 | -58059311.3131 | 101224078.4858 |
Total P&L (%) | -5206.294 | 256.263 | -5462.557 | 43164.7672 | -58059.3113 | 101224.0785 |
Avg Daily Profit (%) | -2.2928 | 0.1129 | -2.4057 | 0.2677 | 0 | 0.3053 |
Buy And Hold Return (%) | 8783.5132 | 8783.5132 | 8783.5132 | 8783.5132 | 8783.5132 | 8783.5132 |
Max Trade Drawdown | -5497995 | -30955 | -5564161 | -172613052 | -73371631 | -106661306 |
Profit Factor | 0.111 | 5.0809 | 0.0571 | 1.2137 | 0.3269 | 1.8746 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 44 | 22 | 22 | 26 | 12 | 14 |
Losing Trades | 19 | 10 | 9 | 37 | 20 | 17 |
Profitability (%) | 69.8413 | 68.75 | 70.9677 | 41.2698 | 37.5 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.0479 | 2.3095 | 0.0234 | 1.7272 | 0.5449 | 2.2764 |
Largest Winning Trade | 54364 | 54364 | 40894 | 121726453 | 15237138 | 121726453 |
Largest Losing Trade | -5497995 | -17218 | -5497995 | -26664572 | -20801228 | -26664572 |
Avg Bars in Trades | 103 | 98 | 108 | 103 | 98 | 108 |
Avg Bars in Winners | 68 | 74 | 62 | 114 | 132 | 98 |
Avg Bars in Losers | 184 | 150 | 222 | 95 | 78 | 116 |
Bars Traded | 6516 | 3149 | 3367 | 6516 | 3149 | 3367 |
Profit Streak | 134.8012 | 134.8012 | 252.8012 | 134.8012 | 134.8012 | 358.8012 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728245 | -197285 | -577128 | -145838 | -585102 | 429002 |
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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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