Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11559921.7855 | 77452.2532 | -11637374.0387 | 27427890.9901 | -30908652.2804 | 58336543.2705 |
Total P&L (%) | -11559.9218 | 77.4523 | -11637.374 | 27427.891 | -30908.6523 | 58336.5433 |
Avg Daily Profit (%) | -5.1207 | 0.0343 | -5.155 | 0.2492 | 0 | 0.2826 |
Buy And Hold Return (%) | 9395.1512 | 9395.1512 | 9395.1512 | 9395.1512 | 9395.1512 | 9395.1512 |
Max Trade Drawdown | -11672246 | -59649 | -11686401 | -90742714 | -56014984 | -80839069 |
Profit Factor | 0.0406 | 1.4443 | 0.02 | 1.1564 | 0.6251 | 1.628 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 57 | 30 | 27 | 29 | 15 | 14 |
Losing Trades | 14 | 6 | 8 | 42 | 21 | 21 |
Profitability (%) | 80.2817 | 83.3333 | 77.1429 | 40.8451 | 41.6667 | 40 |
Ratio Avg Win / Avg Loss | 0.01 | 0.2889 | 0.0059 | 1.6748 | 0.8752 | 2.4421 |
Largest Winning Trade | 41758 | 41758 | 25779 | 65841526 | 16394219 | 65841526 |
Largest Losing Trade | -11535199 | -53910 | -11535199 | -24130519 | -24130519 | -21471769 |
Avg Bars in Trades | 60 | 64 | 55 | 60 | 64 | 55 |
Avg Bars in Winners | 32 | 37 | 26 | 71 | 82 | 60 |
Avg Bars in Losers | 174 | 198 | 156 | 52 | 51 | 53 |
Bars Traded | 4277 | 2318 | 1958 | 4277 | 2318 | 1958 |
Profit Streak | 123.5147 | 123.5147 | 243.5147 | 123.5147 | 123.5147 | 340.5147 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -666902 | -308763 | -576297 | -135952 | -583455 | 314792 |
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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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