Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -13248796.4231 | -16217.5718 | -13232578.8513 | 40474017.3142 | 37963389.3977 | 2510627.9165 |
Total P&L (%) | -13248.7964 | -16.2176 | -13232.5789 | 40474.0173 | 37963.3894 | 2510.6279 |
Avg Daily Profit (%) | -7.1259 | -0.0087 | -7.1172 | 0.3235 | 0.3201 | 0.1756 |
Buy And Hold Return (%) | 10612.9001 | 10612.9001 | 10612.9001 | 10612.9001 | 10612.9001 | 10612.9001 |
Max Trade Drawdown | -13365696 | -90961 | -13313276 | -38047020 | -10882588 | -52688522 |
Profit Factor | 0.0295 | 0.9073 | 0.0181 | 1.3931 | 2.5565 | 1.0319 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 63 | 31 | 32 | 33 | 21 | 12 |
Losing Trades | 18 | 10 | 8 | 48 | 20 | 28 |
Profitability (%) | 77.7778 | 75.6098 | 80 | 40.7407 | 51.2195 | 30 |
Ratio Avg Win / Avg Loss | 0.0084 | 0.2927 | 0.0045 | 2.0263 | 2.4348 | 2.4079 |
Largest Winning Trade | 39598 | 15634 | 39598 | 44976696 | 18349189 | 44976696 |
Largest Losing Trade | -12780792 | -51325 | -12780792 | -29027407 | -10442677 | -29027407 |
Avg Bars in Trades | 84 | 31 | 138 | 84 | 31 | 138 |
Avg Bars in Winners | 29 | 15 | 43 | 89 | 38 | 180 |
Avg Bars in Losers | 275 | 80 | 519 | 80 | 24 | 121 |
Bars Traded | 6845 | 1292 | 5553 | 6845 | 1292 | 5553 |
Profit Streak | 78.4116 | 153.9116 | 0 | 78.4116 | 153.9116 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -592619 | -576458 | -576860 | -10851 | 449925 | -349971 |
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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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