Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -15600846.0422 | -40846.7061 | -15559999.3361 | -25959664.9293 | 27565741.4932 | -53525406.4224 |
Total P&L (%) | -15600.846 | -40.8467 | -15559.9993 | -25959.6649 | 27565.7415 | -53525.4064 |
Avg Daily Profit (%) | -8.371 | -0.0219 | -8.3491 | 0 | 0.3022 | 0 |
Buy And Hold Return (%) | 7455.9749 | 7455.9749 | 7455.9749 | 7455.9749 | 7455.9749 | 7455.9749 |
Max Trade Drawdown | -15686695 | -55787 | -15638576 | -105047282 | -6220249 | -133924923 |
Profit Factor | 0.032 | 0.5773 | 0.0288 | 0.9034 | 2.4572 | 0.7857 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 44 | 18 | 26 | 37 | 22 | 15 |
Losing Trades | 39 | 24 | 15 | 46 | 20 | 26 |
Profitability (%) | 53.012 | 42.8571 | 63.4146 | 44.5783 | 52.381 | 36.5854 |
Ratio Avg Win / Avg Loss | 0.0284 | 0.7697 | 0.0166 | 1.1231 | 2.2338 | 1.3619 |
Largest Winning Trade | 43313 | 9570 | 43313 | 121192830 | 19143246 | 121192830 |
Largest Losing Trade | -15068173 | -20635 | -15068173 | -58580174 | -4647358 | -58580174 |
Avg Bars in Trades | 62 | 1 | 124 | 62 | 1 | 124 |
Avg Bars in Winners | 45 | 1 | 75 | 40 | 1 | 97 |
Avg Bars in Losers | 81 | 1 | 208 | 79 | 1 | 139 |
Bars Traded | 5155 | 66 | 5089 | 5155 | 66 | 5089 |
Profit Streak | 110.0101 | 110.0101 | 110.3434 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580707 | -582672 | -578440 | -582497 | 422340 | -584292 |
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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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