Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10736822.4711 | 184574.0142 | -10921396.4853 | 56972927.8645 | -16964456.8702 | 73937384.7347 |
Total P&L (%) | -10736.8225 | 184.574 | -10921.3965 | 56972.9279 | -16964.4569 | 73937.3847 |
Avg Daily Profit (%) | -4.7372 | 0.0814 | -4.8186 | 0.2804 | 0 | 0.2919 |
Buy And Hold Return (%) | 10408.4811 | 10408.4811 | 10408.4811 | 10408.4811 | 10408.4811 | 10408.4811 |
Max Trade Drawdown | -10952196 | -92395 | -10991180 | -74427485 | -58759340 | -63026933 |
Profit Factor | 0.0541 | 1.9788 | 0.0215 | 1.3306 | 0.8106 | 1.8933 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 18 | 18 | 26 | 14 | 12 |
Losing Trades | 22 | 11 | 11 | 32 | 15 | 17 |
Profitability (%) | 62.069 | 62.069 | 62.069 | 44.8276 | 48.2759 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.033 | 1.2092 | 0.0132 | 1.6376 | 0.8685 | 2.6822 |
Largest Winning Trade | 96501 | 96501 | 36350 | 91633346 | 14216490 | 91633346 |
Largest Losing Trade | -10875127 | -50821 | -10875127 | -29739934 | -29739934 | -28770454 |
Avg Bars in Trades | 72 | 81 | 62 | 72 | 81 | 62 |
Avg Bars in Winners | 56 | 64 | 48 | 79 | 88 | 68 |
Avg Bars in Losers | 98 | 110 | 86 | 66 | 75 | 59 |
Bars Traded | 4191 | 2369 | 1822 | 4191 | 2369 | 1822 |
Profit Streak | 97.3919 | 97.3919 | 132.8919 | 97.3919 | 97.3919 | 132.8919 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757754 | -245285 | -578308 | -171463 | -580943 | 358926 |
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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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