Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9470745.1087 | 241752.8873 | -9712497.996 | 30609735.8622 | -150905271.157 | 181515007.0192 |
Total P&L (%) | -9470.7451 | 241.7529 | -9712.498 | 30609.7359 | -150905.2712 | 181515.007 |
Avg Daily Profit (%) | -4.163 | 0.1063 | -4.2692 | 0.2521 | 0 | 0.3304 |
Buy And Hold Return (%) | 8319.163 | 8319.163 | 8319.163 | 8319.163 | 8319.163 | 8319.163 |
Max Trade Drawdown | -9768310 | -31332 | -9808786 | -390677907 | -160394559 | -233939287 |
Profit Factor | 0.0717 | 3.3109 | 0.0382 | 1.0587 | 0.3497 | 1.6263 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 56 | 26 | 30 | 52 | 27 | 25 |
Losing Trades | 42 | 23 | 19 | 46 | 22 | 24 |
Profitability (%) | 57.1429 | 53.0612 | 61.2245 | 53.0612 | 55.102 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.0538 | 2.9288 | 0.0242 | 0.9365 | 0.2849 | 1.5613 |
Largest Winning Trade | 50929 | 40727 | 50929 | 303782134 | 24642625 | 303782134 |
Largest Losing Trade | -9747844 | -19913 | -9747844 | -58330936 | -52633712 | -58330936 |
Avg Bars in Trades | 63 | 52 | 75 | 63 | 52 | 75 |
Avg Bars in Winners | 53 | 63 | 44 | 49 | 30 | 69 |
Avg Bars in Losers | 77 | 40 | 123 | 80 | 79 | 81 |
Bars Traded | 6270 | 2581 | 3689 | 6270 | 2581 | 3689 |
Profit Streak | 139.3633 | 139.3633 | 259.3633 | 139.3633 | 139.3633 | 449.0299 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578630 | -209503 | -577852 | -150078 | -579449 | 498032 |
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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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