Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11273878.6095 | 130049.1044 | -11403927.7139 | 60874070.8289 | -4754055.0925 | 65628125.9214 |
Total P&L (%) | -11273.8786 | 130.0491 | -11403.9277 | 60874.0708 | -4754.0551 | 65628.1259 |
Avg Daily Profit (%) | -4.9929 | 0.0576 | -5.0505 | 0.2844 | 0 | 0.2878 |
Buy And Hold Return (%) | 9032.51 | 9032.51 | 9032.51 | 9032.51 | 9032.51 | 9032.51 |
Max Trade Drawdown | -11429632 | -50865 | -11498842 | -54929952 | -35499884 | -57659563 |
Profit Factor | 0.0587 | 1.685 | 0.0325 | 1.3309 | 0.9362 | 1.5999 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 69 | 32 | 37 | 53 | 30 | 23 |
Losing Trades | 42 | 24 | 18 | 58 | 26 | 32 |
Profitability (%) | 62.1622 | 57.1429 | 67.2727 | 47.7477 | 53.5714 | 41.8182 |
Ratio Avg Win / Avg Loss | 0.0358 | 1.2637 | 0.0158 | 1.4565 | 0.8114 | 2.2259 |
Largest Winning Trade | 35727 | 25336 | 35727 | 70730566 | 9313898 | 70730566 |
Largest Losing Trade | -11362289 | -34500 | -11362289 | -25251616 | -25251616 | -23049702 |
Avg Bars in Trades | 39 | 25 | 53 | 39 | 25 | 53 |
Avg Bars in Winners | 31 | 22 | 38 | 36 | 26 | 49 |
Avg Bars in Losers | 53 | 30 | 84 | 42 | 25 | 56 |
Bars Traded | 4414 | 1453 | 2961 | 4414 | 1453 | 2961 |
Profit Streak | 5.3773 | 5.3773 | 8.3773 | 5.3773 | 5.3773 | 8.3773 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577727 | -457852 | -757922 | 340420 | -759383 | -170750 |
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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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