Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10304872.5223 | 213003.2023 | -10517875.7246 | 54696177.1311 | -33157895.8682 | 87854072.9993 |
Total P&L (%) | -10304.8725 | 213.0032 | -10517.8757 | 54696.1771 | -33157.8959 | 87854.073 |
Avg Daily Profit (%) | -4.549 | 0.094 | -4.643 | 0.2788 | 0 | 0.2997 |
Buy And Hold Return (%) | 12500.5564 | 12500.5564 | 12500.5564 | 12500.5564 | 12500.5564 | 12500.5564 |
Max Trade Drawdown | -10528717 | -78566 | -10586922 | -59073894 | -53298781 | -28334624 |
Profit Factor | 0.0689 | 1.8744 | 0.0282 | 1.429 | 0.5931 | 2.9101 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 16 | 21 | 33 | 18 | 15 |
Losing Trades | 35 | 20 | 15 | 39 | 18 | 21 |
Profitability (%) | 51.3889 | 44.4444 | 58.3333 | 45.8333 | 50 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.0651 | 2.343 | 0.0202 | 1.6888 | 0.5931 | 4.0741 |
Largest Winning Trade | 111197 | 111197 | 43768 | 108944955 | 19867885 | 108944955 |
Largest Losing Trade | -10432423 | -45619 | -10432423 | -29104899 | -29104899 | -14408401 |
Avg Bars in Trades | 87 | 86 | 88 | 87 | 86 | 88 |
Avg Bars in Winners | 96 | 100 | 93 | 91 | 109 | 69 |
Avg Bars in Losers | 77 | 74 | 82 | 84 | 63 | 102 |
Bars Traded | 6310 | 3111 | 3199 | 6310 | 3111 | 3199 |
Profit Streak | 61.3863 | 102.3863 | 0 | 61.3863 | 102.3863 | 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 | -663815 | -231258 | -579699 | -76032 | -580219 | 403332 |
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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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