Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5539072.6139 | 277116.199 | -5816188.8129 | 40681859.4821 | -84967960.3701 | 125649819.8522 |
Total P&L (%) | -5539.0726 | 277.1162 | -5816.1888 | 40681.8595 | -84967.9604 | 125649.8199 |
Avg Daily Profit (%) | -2.4412 | 0.1221 | -2.5633 | 0.2653 | 0 | 0.315 |
Buy And Hold Return (%) | 9984.9039 | 9984.9039 | 9984.9039 | 9984.9039 | 9984.9039 | 9984.9039 |
Max Trade Drawdown | -5855747 | -58971 | -5892250 | -196244533 | -140373130 | -91913216 |
Profit Factor | 0.1115 | 2.6493 | 0.0412 | 1.1191 | 0.6154 | 2.0419 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 35 | 16 | 19 | 33 | 20 | 13 |
Losing Trades | 28 | 16 | 12 | 30 | 12 | 18 |
Profitability (%) | 55.5556 | 50 | 61.2903 | 52.381 | 62.5 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.0892 | 2.6493 | 0.026 | 1.0174 | 0.3692 | 2.8273 |
Largest Winning Trade | 103989 | 103989 | 37044 | 163582401 | 37353104 | 163582401 |
Largest Losing Trade | -5855747 | -38501 | -5855747 | -95056709 | -95056709 | -23905650 |
Avg Bars in Trades | 67 | 41 | 93 | 67 | 41 | 93 |
Avg Bars in Winners | 52 | 39 | 62 | 58 | 44 | 79 |
Avg Bars in Losers | 85 | 43 | 142 | 77 | 37 | 103 |
Bars Traded | 4224 | 1329 | 2895 | 4224 | 1329 | 2895 |
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 | -731057 | -190721 | -579354 | -233742 | -579190 | 350135 |
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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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