Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8391221.5311 | 75512.6777 | -8466734.2088 | 19725635.5412 | -8732945.2742 | 28458580.8155 |
Total P&L (%) | -8391.2215 | 75.5127 | -8466.7342 | 19725.6355 | -8732.9453 | 28458.5808 |
Avg Daily Profit (%) | -3.7058 | 0.0333 | -3.7392 | 0.2339 | 0 | 0.25 |
Buy And Hold Return (%) | 10474.9691 | 10474.9691 | 10474.9691 | 10474.9691 | 10474.9691 | 10474.9691 |
Max Trade Drawdown | -8544657 | -73734 | -8529361 | -36086932 | -22288216 | -30018703 |
Profit Factor | 0.0529 | 1.4476 | 0.0258 | 1.2486 | 0.747 | 1.635 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 22 | 23 | 47 | 21 | 26 |
Losing Trades | 41 | 21 | 20 | 39 | 22 | 17 |
Profitability (%) | 52.3256 | 51.1628 | 53.4884 | 54.6512 | 48.8372 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.0482 | 1.3818 | 0.0225 | 1.0361 | 0.7825 | 1.069 |
Largest Winning Trade | 69935 | 69935 | 47504 | 51813135 | 6854569 | 51813135 |
Largest Losing Trade | -8389847 | -39389 | -8389847 | -24508658 | -9709920 | -24508658 |
Avg Bars in Trades | 72 | 75 | 69 | 72 | 75 | 69 |
Avg Bars in Winners | 43 | 48 | 39 | 81 | 99 | 67 |
Avg Bars in Losers | 104 | 104 | 105 | 61 | 53 | 73 |
Bars Traded | 6268 | 3259 | 3009 | 6268 | 3259 | 3009 |
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 | -580246 | -312931 | -580274 | 45427 | -581179 | 305808 |
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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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