Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10707891.1927 | 117692.7315 | -10825583.9242 | 47365124.3809 | -14180930.4217 | 61546054.8026 |
Total P&L (%) | -10707.8912 | 117.6927 | -10825.5839 | 47365.1244 | -14180.9304 | 61546.0548 |
Avg Daily Profit (%) | -4.7192 | 0.0519 | -4.7711 | 0.272 | 0 | 0.2835 |
Buy And Hold Return (%) | 10147.5555 | 10147.5555 | 10147.5555 | 10147.5555 | 10147.5555 | 10147.5555 |
Max Trade Drawdown | -10855498 | -58809 | -10897589 | -55007739 | -39545453 | -43255266 |
Profit Factor | 0.0508 | 1.6704 | 0.0252 | 1.3921 | 0.7755 | 2.0679 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 46 | 21 | 25 | 26 | 13 | 13 |
Losing Trades | 16 | 10 | 6 | 36 | 18 | 18 |
Profitability (%) | 74.1935 | 67.7419 | 80.6452 | 41.9355 | 41.9355 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.0177 | 0.7954 | 0.0061 | 1.9275 | 1.0738 | 2.8633 |
Largest Winning Trade | 39754 | 39754 | 30164 | 64124598 | 12901424 | 64124598 |
Largest Losing Trade | -10774420 | -46364 | -10774420 | -17032316 | -17032316 | -10341402 |
Avg Bars in Trades | 68 | 77 | 58 | 68 | 77 | 58 |
Avg Bars in Winners | 35 | 41 | 30 | 91 | 110 | 73 |
Avg Bars in Losers | 162 | 154 | 177 | 51 | 54 | 48 |
Bars Traded | 4235 | 2414 | 1821 | 4235 | 2414 | 1821 |
Profit Streak | 133.9846 | 133.9846 | 253.4846 | 133.9846 | 133.9846 | 353.4846 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -734757 | -285817 | -575514 | -151748 | -581327 | 368866 |
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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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