Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8426007.3705 | 112422.782 | -8538430.1525 | -17611524.4143 | 87693297.116 | -105304821.5303 |
Total P&L (%) | -8426.0074 | 112.4228 | -8538.4302 | -17611.5244 | 87693.2971 | -105304.8215 |
Avg Daily Profit (%) | -3.5693 | 0.0476 | -3.617 | 0 | 0.2875 | 0 |
Buy And Hold Return (%) | 716.9144 | 716.9144 | 716.9144 | 716.9144 | 716.9144 | 716.9144 |
Max Trade Drawdown | -8728217 | -101742 | -8726715 | -197778747 | -61144617 | -229983845 |
Profit Factor | 0.0827 | 1.4235 | 0.0428 | 0.9602 | 1.5082 | 0.6094 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 18 | 22 | 32 | 19 | 13 |
Losing Trades | 26 | 15 | 11 | 34 | 14 | 20 |
Profitability (%) | 60.6061 | 54.5455 | 66.6667 | 48.4848 | 57.5758 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.0537 | 1.1862 | 0.0214 | 1.0202 | 1.1113 | 0.9375 |
Largest Winning Trade | 61751 | 61751 | 41413 | 67429123 | 43901922 | 67429123 |
Largest Losing Trade | -8723136 | -46773 | -8723136 | -54167461 | -46008293 | -54167461 |
Avg Bars in Trades | 105 | 98 | 112 | 105 | 98 | 112 |
Avg Bars in Winners | 73 | 64 | 80 | 119 | 130 | 104 |
Avg Bars in Losers | 154 | 139 | 175 | 91 | 55 | 117 |
Bars Traded | 6955 | 3255 | 3700 | 6955 | 3255 | 3700 |
Profit Streak | 118.9426 | 118.9426 | 253.6092 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706550 | -293119 | -577290 | -708200 | 399573 | -584927 |
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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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