Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7828648.2259 | 164155.93 | -7992804.156 | 45285151.4699 | -51989417.6036 | 97274569.0735 |
Total P&L (%) | -7828.6482 | 164.1559 | -7992.8042 | 45285.1515 | -51989.4176 | 97274.5691 |
Avg Daily Profit (%) | -3.4548 | 0.0724 | -3.5273 | 0.2703 | 0 | 0.3041 |
Buy And Hold Return (%) | 10789.3216 | 10789.3216 | 10789.3216 | 10789.3216 | 10789.3216 | 10789.3216 |
Max Trade Drawdown | -7964044 | -77920 | -8053145 | -135550274 | -86700762 | -90379961 |
Profit Factor | 0.0693 | 1.9537 | 0.0299 | 1.1824 | 0.6423 | 1.9455 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 24 | 19 | 29 | 14 | 15 |
Losing Trades | 25 | 10 | 15 | 39 | 20 | 19 |
Profitability (%) | 63.2353 | 70.5882 | 55.8824 | 42.6471 | 41.1765 | 44.1176 |
Ratio Avg Win / Avg Loss | 0.0403 | 0.814 | 0.0236 | 1.5902 | 0.9175 | 2.4644 |
Largest Winning Trade | 73209 | 73209 | 31727 | 97170130 | 25421964 | 97170130 |
Largest Losing Trade | -7955572 | -38045 | -7955572 | -34770662 | -34770662 | -17737374 |
Avg Bars in Trades | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Winners | 35 | 41 | 27 | 76 | 94 | 60 |
Avg Bars in Losers | 107 | 111 | 105 | 50 | 38 | 63 |
Bars Traded | 4203 | 2102 | 2101 | 4203 | 2102 | 2101 |
Profit Streak | 47.778 | 129.778 | 0 | 47.778 | 129.778 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692001 | -257449 | -580032 | -128211 | -583267 | 371450 |
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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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