Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6634716.297 | -26744.4656 | -6607971.8314 | -11290.248 | 29668500.436 | -29679790.6841 |
Total P&L (%) | -6634.7163 | -26.7445 | -6607.9718 | -11.2902 | 29668.5004 | -29679.7907 |
Avg Daily Profit (%) | -2.8042 | -0.0113 | -2.7929 | -0.0051 | 0.241 | 0 |
Buy And Hold Return (%) | 419.1071 | 419.1071 | 419.1071 | 419.1071 | 419.1071 | 419.1071 |
Max Trade Drawdown | -6764307 | -165871 | -6705894 | -57979929 | -21897868 | -44655208 |
Profit Factor | 0.0646 | 0.8942 | 0.0339 | 0.9998 | 2.0598 | 0.3358 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 73 | 35 | 38 | 45 | 24 | 21 |
Losing Trades | 15 | 9 | 6 | 43 | 20 | 23 |
Profitability (%) | 82.9545 | 79.5455 | 86.3636 | 51.1364 | 54.5455 | 47.7273 |
Ratio Avg Win / Avg Loss | 0.0133 | 0.2299 | 0.0054 | 0.9554 | 1.7165 | 0.3677 |
Largest Winning Trade | 27713 | 27713 | 15801 | 27082835 | 27082835 | 9139630 |
Largest Losing Trade | -6665560 | -66225 | -6665560 | -12178689 | -3377803 | -12178689 |
Avg Bars in Trades | 77 | 87 | 66 | 77 | 87 | 66 |
Avg Bars in Winners | 18 | 17 | 18 | 69 | 94 | 40 |
Avg Bars in Losers | 363 | 360 | 367 | 85 | 79 | 89 |
Bars Traded | 6795 | 3871 | 2924 | 6795 | 3871 | 2924 |
Profit Streak | 75.3066 | 75.3066 | 246.9732 | 75.3066 | 75.3066 | 246.9732 |
Trades During Streak | 9 | 4 | 8 | 9 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574464 | -575468 | -574743 | -578771 | 517423 | -580134 |
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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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