Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6995218.8233 | 264750.947 | -7259969.7703 | 180127062.7372 | -41396429.192 | 221523491.9293 |
Total P&L (%) | -6995.2188 | 264.7509 | -7259.9698 | 180127.0627 | -41396.4292 | 221523.4919 |
Avg Daily Profit (%) | -3.0816 | 0.1166 | -3.1982 | 0.3308 | 0 | 0.3399 |
Buy And Hold Return (%) | 10698.9304 | 10698.9304 | 10698.9304 | 10698.9304 | 10698.9304 | 10698.9304 |
Max Trade Drawdown | -7264112 | -54904 | -7324023 | -122615758 | -117256338 | -78415709 |
Profit Factor | 0.0946 | 2.4842 | 0.0381 | 1.6032 | 0.7692 | 2.8575 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 18 | 23 | 29 | 15 | 14 |
Losing Trades | 27 | 16 | 11 | 39 | 19 | 20 |
Profitability (%) | 60.2941 | 52.9412 | 67.6471 | 42.6471 | 44.1176 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.0623 | 2.2082 | 0.0182 | 2.1561 | 0.9743 | 4.0821 |
Largest Winning Trade | 98113 | 98113 | 40894 | 217753945 | 66400298 | 217753945 |
Largest Losing Trade | -7264112 | -36301 | -7264112 | -29281533 | -29281533 | -19783697 |
Avg Bars in Trades | 61 | 67 | 55 | 61 | 67 | 55 |
Avg Bars in Winners | 51 | 58 | 45 | 70 | 80 | 59 |
Avg Bars in Losers | 77 | 77 | 77 | 55 | 56 | 53 |
Bars Traded | 4189 | 2291 | 1898 | 4189 | 2291 | 1898 |
Profit Streak | 95.4871 | 95.4871 | 242.9871 | 95.4871 | 95.4871 | 345.9871 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691984 | -197419 | -577153 | -103487 | -582523 | 453734 |
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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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