Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9228064.0835 | 42889.3775 | -9270953.461 | 332354671.9108 | 103857858.8004 | 228496813.1104 |
Total P&L (%) | -9228.0641 | 42.8894 | -9270.9535 | 332354.6719 | 103857.8588 | 228496.8131 |
Avg Daily Profit (%) | -4.9454 | 0.023 | -4.9684 | 0.4355 | 0.373 | 0.4154 |
Buy And Hold Return (%) | 15148.988 | 15148.988 | 15148.988 | 15148.988 | 15148.988 | 15148.988 |
Max Trade Drawdown | -9392978 | -72139 | -9360501 | -39532571 | -10669734 | -48995041 |
Profit Factor | 0.0386 | 1.414 | 0.0236 | 5.0484 | 4.4135 | 5.4222 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 47 | 22 | 25 | 27 | 14 | 13 |
Losing Trades | 13 | 8 | 5 | 33 | 16 | 17 |
Profitability (%) | 78.3333 | 73.3333 | 83.3333 | 45 | 46.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.0107 | 0.5142 | 0.0047 | 6.1702 | 5.044 | 7.0905 |
Largest Winning Trade | 29886 | 25775 | 29886 | 158173783 | 35864408 | 158173783 |
Largest Losing Trade | -8866611 | -47024 | -8866611 | -16151886 | -7336302 | -16151886 |
Avg Bars in Trades | 54 | 14 | 94 | 54 | 14 | 94 |
Avg Bars in Winners | 13 | 5 | 19 | 58 | 22 | 97 |
Avg Bars in Losers | 202 | 37 | 465 | 50 | 6 | 91 |
Bars Traded | 3243 | 422 | 2821 | 3243 | 422 | 2821 |
Profit Streak | 162.9811 | 162.9811 | 207.4811 | 162.9811 | 162.9811 | 207.4811 |
Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -749638 | -324990 | -575126 | -156597 | 586704 | 605842 |
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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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