Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9215290.5295 | 25194.1742 | -9240484.7036 | 2096996.7965 | 12483794.8771 | -10386798.0806 |
Total P&L (%) | -9215.2905 | 25.1942 | -9240.4847 | 2096.9968 | 12483.7949 | -10386.7981 |
Avg Daily Profit (%) | -4.6945 | 0.0128 | -4.7073 | 0.1575 | 0.2466 | 0 |
Buy And Hold Return (%) | 1961.9565 | 1961.9565 | 1961.9565 | 1961.9565 | 1961.9565 | 1961.9565 |
Max Trade Drawdown | -9394334 | -83001 | -9356362 | -28230067 | -8772120 | -29308302 |
Profit Factor | 0.051 | 1.1344 | 0.0297 | 1.046 | 2.1074 | 0.6972 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 43 | 22 | 21 | 39 | 21 | 18 |
Losing Trades | 22 | 11 | 11 | 26 | 12 | 14 |
Profitability (%) | 66.1538 | 66.6667 | 65.625 | 60 | 63.6364 | 56.25 |
Ratio Avg Win / Avg Loss | 0.0261 | 0.5672 | 0.0155 | 0.6973 | 1.2042 | 0.5423 |
Largest Winning Trade | 45781 | 45781 | 34717 | 18615960 | 10167975 | 18615960 |
Largest Losing Trade | -9252699 | -36544 | -9252699 | -19097946 | -3683252 | -19097946 |
Avg Bars in Trades | 170 | 79 | 264 | 170 | 79 | 264 |
Avg Bars in Winners | 111 | 55 | 170 | 147 | 70 | 238 |
Avg Bars in Losers | 285 | 127 | 443 | 204 | 95 | 297 |
Bars Traded | 11078 | 2619 | 8459 | 11078 | 2619 | 8459 |
Profit Streak | 452.8862 | 452.8862 | 550.5529 | 452.8862 | 452.8862 | 550.5529 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713722 | -413070 | -577825 | -442015 | 476477 | -579041 |
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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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