Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9455173.3265 | 10123.8321 | -9465297.1586 | 131179851.333 | 51518737.6883 | 79661113.6447 |
Total P&L (%) | -9455.1733 | 10.1238 | -9465.2972 | 131179.8513 | 51518.7377 | 79661.1136 |
Avg Daily Profit (%) | -5.0142 | 0.0054 | -5.0196 | 0.3815 | 0.3318 | 0.355 |
Buy And Hold Return (%) | 10703.9024 | 10703.9024 | 10703.9024 | 10703.9024 | 10703.9024 | 10703.9024 |
Max Trade Drawdown | -9579910 | -105803 | -9531467 | -20836342 | -6223672 | -29093895 |
Profit Factor | 0.0354 | 1.0811 | 0.0219 | 2.9168 | 4.4537 | 2.4884 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 48 | 24 | 24 | 28 | 17 | 11 |
Losing Trades | 13 | 7 | 6 | 33 | 14 | 19 |
Profitability (%) | 78.6885 | 77.4194 | 80 | 45.9016 | 54.8387 | 36.6667 |
Ratio Avg Win / Avg Loss | 0.0096 | 0.3153 | 0.0055 | 3.4377 | 3.6678 | 4.2982 |
Largest Winning Trade | 23716 | 16410 | 23716 | 81093148 | 13413322 | 81093148 |
Largest Losing Trade | -9061817 | -53841 | -9061817 | -17142741 | -6223672 | -17142741 |
Avg Bars in Trades | 83 | 27 | 142 | 83 | 27 | 142 |
Avg Bars in Winners | 28 | 12 | 45 | 78 | 38 | 140 |
Avg Bars in Losers | 286 | 77 | 529 | 88 | 13 | 143 |
Bars Traded | 5106 | 844 | 4262 | 5106 | 844 | 4262 |
Profit Streak | 109.1579 | 180.4913 | 0 | 109.1579 | 180.4913 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -742496 | -480080 | -576936 | -151873 | 594335 | 319404 |
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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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