Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9261341.124 | 44664.3317 | -9306005.4556 | 116942169.5424 | 79576022.6691 | 37366146.8733 |
Total P&L (%) | -9261.3411 | 44.6643 | -9306.0055 | 116942.1695 | 79576.0227 | 37366.1469 |
Avg Daily Profit (%) | -4.9859 | 0.024 | -5.01 | 0.3811 | 0.3603 | 0.3195 |
Buy And Hold Return (%) | 9201.2209 | 9201.2209 | 9201.2209 | 9201.2209 | 9201.2209 | 9201.2209 |
Max Trade Drawdown | -9501605 | -88164 | -9422737 | -35224534 | -1849852 | -50620208 |
Profit Factor | 0.0512 | 1.3489 | 0.034 | 2.1157 | 10.4921 | 1.3875 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 41 | 19 | 22 | 39 | 22 | 17 |
Losing Trades | 24 | 14 | 10 | 26 | 11 | 15 |
Profitability (%) | 63.0769 | 57.5758 | 68.75 | 60 | 66.6667 | 53.125 |
Ratio Avg Win / Avg Loss | 0.03 | 0.9939 | 0.0155 | 1.4105 | 5.246 | 1.2243 |
Largest Winning Trade | 56098 | 25775 | 56098 | 42100466 | 19587350 | 42100466 |
Largest Losing Trade | -8824495 | -24530 | -8824495 | -35224534 | -1623448 | -35224534 |
Avg Bars in Trades | 52 | 9 | 96 | 52 | 9 | 96 |
Avg Bars in Winners | 33 | 6 | 55 | 48 | 10 | 97 |
Avg Bars in Losers | 85 | 12 | 187 | 58 | 6 | 96 |
Bars Traded | 3409 | 306 | 3103 | 3409 | 306 | 3103 |
Profit Streak | 85.1259 | 453.1259 | 0 | 85.1259 | 453.1259 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714524 | -325163 | -578379 | -121647 | 783344 | 283779 |
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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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