Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7794984.6987 | 204763.4487 | -7999748.1474 | 40706155.5082 | -23512095.4806 | 64218250.9889 |
Total P&L (%) | -7794.9847 | 204.7634 | -7999.7481 | 40706.1555 | -23512.0955 | 64218.251 |
Avg Daily Profit (%) | -3.4377 | 0.0903 | -3.528 | 0.2655 | 0 | 0.2856 |
Buy And Hold Return (%) | 11742.338 | 11742.338 | 11742.338 | 11742.338 | 11742.338 | 11742.338 |
Max Trade Drawdown | -8033140 | -76120 | -8069707 | -74449720 | -59800518 | -62044996 |
Profit Factor | 0.0804 | 1.8749 | 0.0294 | 1.2229 | 0.7752 | 1.8234 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 55.1724 | 55.1724 | 55.1724 | 55.1724 | 55.1724 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.0653 | 1.5233 | 0.0239 | 0.9936 | 0.6299 | 1.4815 |
Largest Winning Trade | 92761 | 92761 | 35956 | 78756130 | 19637857 | 78756130 |
Largest Losing Trade | -7910977 | -42323 | -7910977 | -24725514 | -24725514 | -24259414 |
Avg Bars in Trades | 74 | 62 | 85 | 74 | 62 | 85 |
Avg Bars in Winners | 62 | 54 | 70 | 82 | 79 | 84 |
Avg Bars in Losers | 88 | 72 | 105 | 64 | 41 | 87 |
Bars Traded | 4306 | 1816 | 2490 | 4306 | 1816 | 2490 |
Profit Streak | 12.1141 | 20.6141 | 0 | 12.1141 | 20.6141 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758985 | -233451 | -580162 | -174360 | -579609 | 385638 |
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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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