Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11338453.2995 | 10765.6915 | -11349218.991 | 9901135.5279 | 13278710.3639 | -3377574.836 |
Total P&L (%) | -11338.4533 | 10.7657 | -11349.219 | 9901.1355 | 13278.7104 | -3377.5748 |
Avg Daily Profit (%) | -6.0636 | 0.0058 | -6.0694 | 0.2466 | 0.2622 | 0 |
Buy And Hold Return (%) | 6986.0905 | 6986.0905 | 6986.0905 | 6986.0905 | 6986.0905 | 6986.0905 |
Max Trade Drawdown | -11388824 | -40424 | -11364617 | -45934844 | -4620732 | -44640325 |
Profit Factor | 0.0368 | 1.1483 | 0.0299 | 1.1468 | 3.0661 | 0.9447 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 43 | 21 | 22 | 37 | 23 | 14 |
Losing Trades | 34 | 18 | 16 | 40 | 16 | 24 |
Profitability (%) | 55.8442 | 53.8462 | 57.8947 | 48.0519 | 58.9744 | 36.8421 |
Ratio Avg Win / Avg Loss | 0.0291 | 0.9842 | 0.0218 | 1.2398 | 2.133 | 1.6194 |
Largest Winning Trade | 52453 | 15878 | 52453 | 31356602 | 10219964 | 31356602 |
Largest Losing Trade | -10806093 | -22297 | -10806093 | -15769574 | -2134290 | -15769574 |
Avg Bars in Trades | 270 | 14 | 533 | 270 | 14 | 533 |
Avg Bars in Winners | 135 | 10 | 253 | 193 | 17 | 482 |
Avg Bars in Losers | 442 | 19 | 919 | 342 | 10 | 563 |
Bars Traded | 20859 | 569 | 20290 | 20859 | 569 | 20290 |
Profit Streak | 53.1592 | 216.8259 | 0 | 53.1592 | 216.8259 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -625457 | -407817 | -579741 | -133063 | 350830 | -583104 |
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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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