Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11335153.0689 | -1025.1985 | -11334127.8704 | 67464004.7174 | 27694448.5898 | 39769556.1276 |
Total P&L (%) | -11335.1531 | -1.0252 | -11334.1279 | 67464.0047 | 27694.4486 | 39769.5561 |
Avg Daily Profit (%) | -6.0789 | -0.0006 | -6.0784 | 0.35 | 0.3022 | 0.3217 |
Buy And Hold Return (%) | 5728.9666 | 5728.9666 | 5728.9666 | 5728.9666 | 5728.9666 | 5728.9666 |
Max Trade Drawdown | -11426760 | -46002 | -11409998 | -63778762 | -10628608 | -74120776 |
Profit Factor | 0.0342 | 0.9892 | 0.0265 | 1.6115 | 2.6053 | 1.4273 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 47 | 23 | 24 | 23 | 13 | 10 |
Losing Trades | 12 | 7 | 5 | 36 | 17 | 19 |
Profitability (%) | 79.661 | 76.6667 | 82.7586 | 38.9831 | 43.3333 | 34.4828 |
Ratio Avg Win / Avg Loss | 0.0087 | 0.3011 | 0.0055 | 2.5223 | 3.4069 | 2.7118 |
Largest Winning Trade | 33148 | 17203 | 33148 | 55848514 | 20537426 | 55848514 |
Largest Losing Trade | -10839560 | -32276 | -10839560 | -17014453 | -5199936 | -17014453 |
Avg Bars in Trades | 82 | 6 | 161 | 82 | 6 | 161 |
Avg Bars in Winners | 40 | 2 | 77 | 80 | 8 | 173 |
Avg Bars in Losers | 245 | 16 | 567 | 84 | 4 | 155 |
Bars Traded | 4870 | 182 | 4688 | 4870 | 182 | 4688 |
Profit Streak | 202.2856 | 202.2856 | 212.2856 | 202.2856 | 202.2856 | 212.2856 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755456 | -576498 | -575700 | -170714 | 382653 | 212297 |
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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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