Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -13168310.5431 | 209253.4174 | -13377563.9605 | 50089663.9842 | -64373364.9038 | 114463028.888 |
Total P&L (%) | -13168.3105 | 209.2534 | -13377.564 | 50089.664 | -64373.3649 | 114463.0289 |
Avg Daily Profit (%) | -5.8104 | 0.0923 | -5.9027 | 0.2748 | 0 | 0.3113 |
Buy And Hold Return (%) | 11033.6456 | 11033.6456 | 11033.6456 | 11033.6456 | 11033.6456 | 11033.6456 |
Max Trade Drawdown | -13388840 | -86551 | -13421672 | -157092352 | -99388777 | -95857322 |
Profit Factor | 0.0503 | 2.0366 | 0.021 | 1.1432 | 0.6563 | 1.7047 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 16 | 20 | 34 | 20 | 14 |
Losing Trades | 30 | 17 | 13 | 32 | 13 | 19 |
Profitability (%) | 54.5455 | 48.4848 | 60.6061 | 51.5152 | 60.6061 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.0419 | 2.1638 | 0.0136 | 1.076 | 0.4266 | 2.3135 |
Largest Winning Trade | 123883 | 123883 | 60322 | 203611400 | 31223012 | 203611400 |
Largest Losing Trade | -13356286 | -51406 | -13356286 | -76215482 | -76215482 | -38069584 |
Avg Bars in Trades | 95 | 98 | 92 | 95 | 98 | 92 |
Avg Bars in Winners | 93 | 106 | 83 | 87 | 82 | 94 |
Avg Bars in Losers | 97 | 91 | 105 | 103 | 123 | 90 |
Bars Traded | 6298 | 3258 | 3040 | 6298 | 3258 | 3040 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708688 | -232219 | -579427 | -184359 | -579427 | 332934 |
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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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