Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6641841.2211 | 167473.6998 | -6809314.9208 | 74421686.9566 | -11269408.4104 | 85691095.3669 |
Total P&L (%) | -6641.8412 | 167.4737 | -6809.3149 | 74421.687 | -11269.4084 | 85691.0954 |
Avg Daily Profit (%) | -2.9233 | 0.0737 | -2.9971 | 0.2915 | 0 | 0.2977 |
Buy And Hold Return (%) | 8554.1297 | 8554.1297 | 8554.1297 | 8554.1297 | 8554.1297 | 8554.1297 |
Max Trade Drawdown | -6840879 | -38962 | -6932532 | -46263330 | -23607620 | -35773532 |
Profit Factor | 0.0869 | 3.3524 | 0.0547 | 1.7048 | 0.7208 | 2.3138 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 76 | 39 | 37 | 40 | 18 | 22 |
Losing Trades | 23 | 11 | 12 | 59 | 32 | 27 |
Profitability (%) | 76.7677 | 78 | 75.5102 | 40.404 | 36 | 44.898 |
Ratio Avg Win / Avg Loss | 0.0263 | 0.9455 | 0.0177 | 2.5146 | 1.2815 | 2.8397 |
Largest Winning Trade | 47268 | 47268 | 34884 | 64917524 | 11809989 | 64917524 |
Largest Losing Trade | -6800047 | -35703 | -6800047 | -7798829 | -6999065 | -7798829 |
Avg Bars in Trades | 42 | 9 | 76 | 42 | 9 | 76 |
Avg Bars in Winners | 21 | 6 | 37 | 56 | 10 | 94 |
Avg Bars in Losers | 114 | 22 | 198 | 33 | 9 | 62 |
Bars Traded | 4256 | 488 | 3767 | 4256 | 488 | 3767 |
Profit Streak | 94.8588 | 205.8588 | 0 | 94.8588 | 205.8588 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576207 | -431457 | -577374 | 329103 | -762973 | 410079 |
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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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