Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7768420.4685 | 237040.9365 | -8005461.405 | 144256927.4525 | -69889797.5623 | 214146725.0148 |
Total P&L (%) | -7768.4205 | 237.0409 | -8005.4614 | 144256.9275 | -69889.7976 | 214146.725 |
Avg Daily Profit (%) | -3.4177 | 0.1043 | -3.522 | 0.3206 | 0 | 0.338 |
Buy And Hold Return (%) | 11033.6406 | 11033.6406 | 11033.6406 | 11033.6406 | 11033.6406 | 11033.6406 |
Max Trade Drawdown | -7966201 | -79634 | -8075454 | -120423051 | -121072912 | -64883632 |
Profit Factor | 0.079 | 2.2887 | 0.0297 | 1.5565 | 0.5903 | 3.4164 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 14 | 19 | 29 | 15 | 14 |
Losing Trades | 27 | 16 | 11 | 31 | 15 | 16 |
Profitability (%) | 55 | 46.6667 | 63.3333 | 48.3333 | 50 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0646 | 2.6156 | 0.0172 | 1.6638 | 0.5903 | 3.9045 |
Largest Winning Trade | 102140 | 102140 | 40355 | 239224249 | 38412064 | 239224249 |
Largest Losing Trade | -7956602 | -39496 | -7956602 | -37619151 | -37619151 | -22469221 |
Avg Bars in Trades | 69 | 79 | 60 | 69 | 79 | 60 |
Avg Bars in Winners | 54 | 70 | 43 | 76 | 91 | 60 |
Avg Bars in Losers | 88 | 87 | 90 | 63 | 66 | 60 |
Bars Traded | 4191 | 2378 | 1813 | 4191 | 2378 | 1813 |
Profit Streak | 103.9782 | 103.9782 | 246.4782 | 103.9782 | 103.9782 | 350.4782 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752671 | -215962 | -577743 | -161359 | -580264 | 568436 |
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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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