Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7011318.8924 | 95561.5807 | -7106880.473 | 34487902.9573 | -15642620.4895 | 50130523.4468 |
Total P&L (%) | -7011.3189 | 95.5616 | -7106.8805 | 34487.903 | -15642.6205 | 50130.5234 |
Avg Daily Profit (%) | -3.1001 | 0.0423 | -3.1423 | 0.2588 | 0 | 0.2754 |
Buy And Hold Return (%) | 9283.1377 | 9283.1377 | 9283.1377 | 9283.1377 | 9283.1377 | 9283.1377 |
Max Trade Drawdown | -7140965 | -27745 | -7216451 | -56634699 | -19352085 | -46070543 |
Profit Factor | 0.0689 | 2.0921 | 0.0451 | 1.3219 | 0.6134 | 1.7519 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 57 | 31 | 26 | 35 | 18 | 17 |
Losing Trades | 22 | 9 | 13 | 44 | 22 | 22 |
Profitability (%) | 72.1519 | 77.5 | 66.6667 | 44.3038 | 45 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.0266 | 0.6074 | 0.0226 | 1.6618 | 0.7497 | 2.2671 |
Largest Winning Trade | 27834 | 27834 | 27068 | 52693014 | 8623051 | 52693014 |
Largest Losing Trade | -7047246 | -23940 | -7047246 | -10157882 | -9513064 | -10157882 |
Avg Bars in Trades | 81 | 20 | 143 | 81 | 20 | 143 |
Avg Bars in Winners | 40 | 16 | 68 | 83 | 17 | 152 |
Avg Bars in Losers | 187 | 35 | 293 | 79 | 23 | 136 |
Bars Traded | 6422 | 832 | 5590 | 6422 | 832 | 5590 |
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 | -608906 | -297175 | -578596 | -26098 | -582416 | 304717 |
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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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