Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10168454.8865 | 142460.8646 | -10310915.7511 | 28014622.2258 | -23305884.8718 | 51320507.0976 |
Total P&L (%) | -10168.4549 | 142.4609 | -10310.9158 | 28014.6222 | -23305.8849 | 51320.5071 |
Avg Daily Profit (%) | -4.4828 | 0.0628 | -4.5456 | 0.2489 | 0 | 0.2756 |
Buy And Hold Return (%) | 10284.8911 | 10284.8911 | 10284.8911 | 10284.8911 | 10284.8911 | 10284.8911 |
Max Trade Drawdown | -10321449 | -80795 | -10356038 | -59318078 | -43688081 | -45766401 |
Profit Factor | 0.0603 | 1.6172 | 0.0264 | 1.2014 | 0.7112 | 1.8789 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 50 | 23 | 27 | 36 | 18 | 18 |
Losing Trades | 28 | 16 | 12 | 42 | 21 | 21 |
Profitability (%) | 64.1026 | 58.9744 | 69.2308 | 46.1538 | 46.1538 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.0338 | 1.125 | 0.0117 | 1.4016 | 0.8298 | 2.192 |
Largest Winning Trade | 51640 | 51640 | 41776 | 52314680 | 11521586 | 52314680 |
Largest Losing Trade | -10263594 | -45679 | -10263594 | -13605691 | -13605691 | -8445362 |
Avg Bars in Trades | 82 | 95 | 70 | 82 | 95 | 70 |
Avg Bars in Winners | 68 | 85 | 54 | 75 | 85 | 64 |
Avg Bars in Losers | 108 | 110 | 105 | 89 | 103 | 75 |
Bars Traded | 6467 | 3730 | 2737 | 6467 | 3730 | 2737 |
Profit Streak | 11.0235 | 24.6902 | 0 | 11.0235 | 24.6902 | 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 | -616808 | -271167 | -578264 | -35051 | -581709 | 339581 |
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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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