Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9122045.9172 | 91164.6346 | -9213210.5518 | 57566339.848 | -31570135.2999 | 89136475.1479 |
Total P&L (%) | -9122.0459 | 91.1646 | -9213.2106 | 57566.3398 | -31570.1353 | 89136.4751 |
Avg Daily Profit (%) | -4.0212 | 0.0402 | -4.0614 | 0.2806 | 0 | 0.2999 |
Buy And Hold Return (%) | 10290.5697 | 10290.5697 | 10290.5697 | 10290.5697 | 10290.5697 | 10290.5697 |
Max Trade Drawdown | -9245488 | -66628 | -9277207 | -65105227 | -56615639 | -59786487 |
Profit Factor | 0.0498 | 1.5887 | 0.0246 | 1.339 | 0.6505 | 2.1215 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 55 | 27 | 28 | 23 | 11 | 12 |
Losing Trades | 13 | 7 | 6 | 45 | 23 | 22 |
Profitability (%) | 80.8824 | 79.4118 | 82.3529 | 33.8235 | 32.3529 | 35.2941 |
Ratio Avg Win / Avg Loss | 0.0118 | 0.4119 | 0.0053 | 2.6198 | 1.3602 | 3.8894 |
Largest Winning Trade | 20475 | 20475 | 19479 | 116196846 | 16703891 | 116196846 |
Largest Losing Trade | -9151434 | -43976 | -9151434 | -23021405 | -23021405 | -19137354 |
Avg Bars in Trades | 61 | 67 | 55 | 61 | 67 | 55 |
Avg Bars in Winners | 30 | 35 | 26 | 87 | 96 | 78 |
Avg Bars in Losers | 191 | 191 | 191 | 48 | 53 | 42 |
Bars Traded | 4189 | 2300 | 1889 | 4189 | 2300 | 1889 |
Profit Streak | 132.9877 | 132.9877 | 237.9877 | 132.9877 | 132.9877 | 351.4877 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -688919 | -300064 | -575705 | -109461 | -585031 | 307210 |
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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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