Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11290391.5406 | -19097.5257 | -11271294.0149 | 60263374.3665 | 50928435.247 | 9334939.1195 |
Total P&L (%) | -11290.3915 | -19.0975 | -11271.294 | 60263.3744 | 50928.4352 | 9334.9391 |
Avg Daily Profit (%) | -6.0579 | -0.0102 | -6.0476 | 0.3441 | 0.3351 | 0.2443 |
Buy And Hold Return (%) | 8716.0801 | 8716.0801 | 8716.0801 | 8716.0801 | 8716.0801 | 8716.0801 |
Max Trade Drawdown | -11427955 | -111324 | -11358160 | -37115922 | -5549629 | -40578404 |
Profit Factor | 0.0307 | 0.868 | 0.0202 | 1.8999 | 5.8295 | 1.1655 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 54 | 27 | 27 | 32 | 19 | 13 |
Losing Trades | 13 | 7 | 6 | 35 | 15 | 20 |
Profitability (%) | 80.597 | 79.4118 | 81.8182 | 47.7612 | 55.8824 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.0074 | 0.225 | 0.0045 | 2.078 | 4.6022 | 1.793 |
Largest Winning Trade | 23473 | 13295 | 23473 | 30338891 | 20975276 | 30338891 |
Largest Losing Trade | -10814857 | -56731 | -10814857 | -15455205 | -3100446 | -15455205 |
Avg Bars in Trades | 101 | 18 | 187 | 101 | 18 | 187 |
Avg Bars in Winners | 36 | 4 | 68 | 86 | 28 | 171 |
Avg Bars in Losers | 370 | 69 | 722 | 114 | 4 | 197 |
Bars Traded | 6801 | 616 | 6185 | 6801 | 616 | 6185 |
Profit Streak | 87.1106 | 736.6106 | 0 | 87.1106 | 735.6106 | 0 |
Trades During Streak | 1 | 12 | 0 | 1 | 11 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -697272 | -575243 | -576737 | -108770 | 694736 | -176835 |
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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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