Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7946126.5127 | 108228.1296 | -8054354.6423 | 18891334.6875 | -40036028.7116 | 58927363.3991 |
Total P&L (%) | -7946.1265 | 108.2281 | -8054.3546 | 18891.3347 | -40036.0287 | 58927.3634 |
Avg Daily Profit (%) | -3.4982 | 0.0476 | -3.5458 | 0.2312 | 0 | 0.2813 |
Buy And Hold Return (%) | 9753.6686 | 9753.6686 | 9753.6686 | 9753.6686 | 9753.6686 | 9753.6686 |
Max Trade Drawdown | -8098175 | -42466 | -8137886 | -107852924 | -42915682 | -69106431 |
Profit Factor | 0.0656 | 1.7413 | 0.0363 | 1.1019 | 0.4876 | 1.5494 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 21 | 16 | 27 | 13 | 14 |
Losing Trades | 27 | 11 | 16 | 37 | 19 | 18 |
Profitability (%) | 57.8125 | 65.625 | 50 | 42.1875 | 40.625 | 43.75 |
Ratio Avg Win / Avg Loss | 0.0479 | 0.9121 | 0.0363 | 1.51 | 0.7126 | 1.9921 |
Largest Winning Trade | 50516 | 39436 | 50516 | 55573010 | 7874603 | 55573010 |
Largest Losing Trade | -7974693 | -28127 | -7974693 | -20269975 | -15704245 | -20269975 |
Avg Bars in Trades | 65 | 39 | 91 | 65 | 39 | 91 |
Avg Bars in Winners | 50 | 33 | 72 | 74 | 64 | 83 |
Avg Bars in Losers | 85 | 49 | 109 | 58 | 21 | 97 |
Bars Traded | 4166 | 1253 | 2913 | 4166 | 1253 | 2913 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723265 | -292539 | -580810 | -253142 | -584456 | 300592 |
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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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