Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10350974.8597 | -45308.0954 | -10305666.7642 | 58274353.1029 | 27254874.1571 | 31019478.9458 |
Total P&L (%) | -10350.9749 | -45.3081 | -10305.6668 | 58274.3531 | 27254.8742 | 31019.4789 |
Avg Daily Profit (%) | -5.5591 | -0.0243 | -5.5347 | 0.3427 | 0.3018 | 0.3088 |
Buy And Hold Return (%) | 10447.1783 | 10447.1783 | 10447.1783 | 10447.1783 | 10447.1783 | 10447.1783 |
Max Trade Drawdown | -10416976 | -96800 | -10360817 | -21241336 | -5843349 | -31138905 |
Profit Factor | 0.0273 | 0.6715 | 0.0188 | 1.8854 | 3.2118 | 1.5799 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 53 | 24 | 29 | 31 | 18 | 13 |
Losing Trades | 18 | 12 | 6 | 40 | 18 | 22 |
Profitability (%) | 74.6479 | 66.6667 | 82.8571 | 43.662 | 50 | 37.1429 |
Ratio Avg Win / Avg Loss | 0.0093 | 0.3357 | 0.0039 | 2.4328 | 3.2118 | 2.6736 |
Largest Winning Trade | 20277 | 9519 | 20277 | 57543206 | 9802474 | 57543206 |
Largest Losing Trade | -9863508 | -50206 | -9863508 | -17792672 | -4304506 | -17792672 |
Avg Bars in Trades | 72 | 22 | 123 | 72 | 22 | 123 |
Avg Bars in Winners | 23 | 5 | 38 | 68 | 31 | 120 |
Avg Bars in Losers | 214 | 55 | 531 | 74 | 13 | 124 |
Bars Traded | 5120 | 808 | 4312 | 5120 | 808 | 4312 |
Profit Streak | 85.63 | 157.2966 | 0 | 85.63 | 157.2966 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668024 | -577765 | -576621 | -81296 | 447845 | 134077 |
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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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