Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -13102828.4702 | 39387.7391 | -13142216.2093 | 2870738.0594 | 20264333.1747 | -17393595.1153 |
Total P&L (%) | -13102.8285 | 39.3877 | -13142.2162 | 2870.7381 | 20264.3332 | -17393.5951 |
Avg Daily Profit (%) | -5.7696 | 0.0173 | -5.787 | 0.1494 | 0.2344 | 0 |
Buy And Hold Return (%) | 8866.6755 | 8866.6755 | 8866.6755 | 8866.6755 | 8866.6755 | 8866.6755 |
Max Trade Drawdown | -13291002 | -99770 | -13196368 | -36974343 | -10815189 | -52260934 |
Profit Factor | 0.0299 | 1.21 | 0.0133 | 1.0373 | 2.3981 | 0.7218 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 16 | 20 | 30 | 19 | 11 |
Losing Trades | 22 | 13 | 9 | 28 | 10 | 18 |
Profitability (%) | 62.069 | 55.1724 | 68.9655 | 51.7241 | 65.5172 | 37.931 |
Ratio Avg Win / Avg Loss | 0.0183 | 0.9831 | 0.006 | 0.9681 | 1.2621 | 1.1812 |
Largest Winning Trade | 79654 | 79654 | 35743 | 20179354 | 11841903 | 20179354 |
Largest Losing Trade | -13022147 | -50172 | -13022147 | -36974343 | -5450635 | -36974343 |
Avg Bars in Trades | 74 | 81 | 67 | 74 | 81 | 67 |
Avg Bars in Winners | 58 | 71 | 48 | 80 | 80 | 79 |
Avg Bars in Losers | 99 | 92 | 108 | 67 | 82 | 59 |
Bars Traded | 4300 | 2356 | 1943 | 4300 | 2356 | 1943 |
Profit Streak | 101.9185 | 101.9185 | 137.4185 | 101.9185 | 101.9185 | 137.4185 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757318 | -336018 | -577023 | -517984 | 349831 | -582508 |
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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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