Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7505530.294 | -21104.6429 | -7484425.6511 | 265886.9451 | 43557968.5975 | -43292081.6525 |
Total P&L (%) | -7505.5303 | -21.1046 | -7484.4257 | 265.8869 | 43557.9686 | -43292.0817 |
Avg Daily Profit (%) | -3.1656 | -0.0089 | -3.1567 | 0.0547 | 0.2567 | 0 |
Buy And Hold Return (%) | 522.8143 | 522.8143 | 522.8143 | 522.8143 | 522.8143 | 522.8143 |
Max Trade Drawdown | -7701063 | -163914 | -7581207 | -59212169 | -9162956 | -65966733 |
Profit Factor | 0.0613 | 0.9171 | 0.0332 | 1.0029 | 3.1689 | 0.4054 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 16 | 24 | 36 | 18 | 18 |
Losing Trades | 22 | 15 | 7 | 26 | 13 | 13 |
Profitability (%) | 64.5161 | 51.6129 | 77.4194 | 58.0645 | 58.0645 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.0337 | 0.8598 | 0.0097 | 0.7243 | 2.2887 | 0.2928 |
Largest Winning Trade | 65539 | 65539 | 41318 | 26838707 | 26838707 | 12664792 |
Largest Losing Trade | -7534650 | -54162 | -7534650 | -28612520 | -8787860 | -28612520 |
Avg Bars in Trades | 72 | 66 | 79 | 72 | 66 | 79 |
Avg Bars in Winners | 30 | 19 | 37 | 67 | 68 | 66 |
Avg Bars in Losers | 150 | 117 | 221 | 80 | 63 | 96 |
Bars Traded | 4524 | 2066 | 2458 | 4524 | 2066 | 2458 |
Profit Streak | 30.2615 | 0 | 251.2615 | 30.2615 | 0 | 251.2615 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736855 | -580608 | -575888 | -661578 | 561024 | -578396 |
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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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