Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7091560.0695 | 99285.2355 | -7190845.305 | -7766704.2516 | 36936348.5785 | -44703052.8301 |
Total P&L (%) | -7091.5601 | 99.2852 | -7190.8453 | -7766.7043 | 36936.3486 | -44703.0528 |
Avg Daily Profit (%) | -3.6108 | 0.0506 | -3.6613 | 0 | 0.3016 | 0 |
Buy And Hold Return (%) | 1511.0403 | 1511.0403 | 1511.0403 | 1511.0403 | 1511.0403 | 1511.0403 |
Max Trade Drawdown | -7316813 | -120285 | -7282898 | -119282150 | -50897880 | -69915540 |
Profit Factor | 0.0717 | 1.4768 | 0.0323 | 0.948 | 1.6538 | 0.5185 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 52.381 | 54.8387 | 50 | 52.381 | 54.8387 | 50 |
Ratio Avg Win / Avg Loss | 0.0652 | 1.2162 | 0.0323 | 0.8618 | 1.3619 | 0.5185 |
Largest Winning Trade | 58795 | 53977 | 58795 | 77028471 | 77028471 | 11244127 |
Largest Losing Trade | -7250507 | -64840 | -7250507 | -35177336 | -16716371 | -35177336 |
Avg Bars in Trades | 89 | 105 | 74 | 89 | 105 | 74 |
Avg Bars in Winners | 50 | 60 | 41 | 104 | 125 | 81 |
Avg Bars in Losers | 132 | 160 | 107 | 73 | 81 | 66 |
Bars Traded | 5655 | 3274 | 2381 | 5655 | 3274 | 2381 |
Profit Streak | 404.8306 | 0 | 554.164 | 0 | 596.164 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730883 | -289428 | -580226 | -731469 | 449018 | -580810 |
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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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