Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10375664.644 | 144481.0685 | -10520145.7125 | 115653967.4894 | -94955007.6368 | 210608975.1262 |
Total P&L (%) | -10375.6646 | 144.4811 | -10520.1457 | 115653.9675 | -94955.0076 | 210608.9751 |
Avg Daily Profit (%) | -4.5698 | 0.0636 | -4.6334 | 0.3112 | 0 | 0.3376 |
Buy And Hold Return (%) | 10623.2052 | 10623.2052 | 10623.2052 | 10623.2052 | 10623.2052 | 10623.2052 |
Max Trade Drawdown | -10517996 | -70147 | -10582986 | -216440942 | -152723348 | -156904139 |
Profit Factor | 0.0547 | 1.8933 | 0.0272 | 1.2773 | 0.5925 | 2.1443 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 76 | 38 | 38 | 34 | 16 | 18 |
Losing Trades | 16 | 8 | 8 | 58 | 30 | 28 |
Profitability (%) | 82.6087 | 82.6087 | 82.6087 | 36.9565 | 34.7826 | 39.1304 |
Ratio Avg Win / Avg Loss | 0.0115 | 0.3986 | 0.0057 | 2.1789 | 1.111 | 3.3356 |
Largest Winning Trade | 35281 | 28906 | 35281 | 220449107 | 34301779 | 220449107 |
Largest Losing Trade | -10498798 | -49895 | -10498798 | -62260720 | -62260720 | -24459418 |
Avg Bars in Trades | 91 | 95 | 87 | 91 | 95 | 87 |
Avg Bars in Winners | 47 | 50 | 44 | 126 | 143 | 111 |
Avg Bars in Losers | 299 | 309 | 289 | 70 | 69 | 71 |
Bars Traded | 8398 | 4381 | 4017 | 8398 | 4381 | 4017 |
Profit Streak | 136.7834 | 136.7834 | 252.0334 | 136.7834 | 136.7834 | 354.2834 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574664 | -267355 | -575186 | 239931 | -583604 | 378786 |
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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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