Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8697919.8016 | -10973.1384 | -8686946.6632 | 63114148.1656 | 31949068.858 | 31165079.3075 |
Total P&L (%) | -8697.9198 | -10.9731 | -8686.9467 | 63114.1482 | 31949.0689 | 31165.0793 |
Avg Daily Profit (%) | -4.6513 | -0.0059 | -4.6454 | 0.3455 | 0.309 | 0.3077 |
Buy And Hold Return (%) | 10343.135 | 10343.135 | 10343.135 | 10343.135 | 10343.135 | 10343.135 |
Max Trade Drawdown | -8794573 | -96845 | -8741924 | -18835543 | -3405348 | -24790760 |
Profit Factor | 0.0297 | 0.9156 | 0.0167 | 2.3828 | 4.3427 | 1.8637 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 42 | 20 | 22 | 28 | 18 | 10 |
Losing Trades | 15 | 9 | 6 | 29 | 11 | 18 |
Profitability (%) | 73.6842 | 68.9655 | 78.5714 | 49.1228 | 62.069 | 35.7143 |
Ratio Avg Win / Avg Loss | 0.0106 | 0.412 | 0.0046 | 2.4679 | 2.6538 | 3.3546 |
Largest Winning Trade | 20277 | 20014 | 20277 | 52419788 | 9008739 | 52419788 |
Largest Losing Trade | -8291278 | -48234 | -8291278 | -13140612 | -3405348 | -13140612 |
Avg Bars in Trades | 58 | 27 | 89 | 58 | 27 | 89 |
Avg Bars in Winners | 11 | 7 | 15 | 55 | 35 | 93 |
Avg Bars in Losers | 188 | 72 | 362 | 60 | 15 | 87 |
Bars Traded | 3317 | 800 | 2517 | 3317 | 800 | 2517 |
Profit Streak | 93.8673 | 162.8673 | 0 | 93.8673 | 162.8673 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756648 | -576743 | -598129 | -166060 | 590076 | -17215 |
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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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