Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6922420.085 | 112714.729 | -7035134.814 | 71272724.7193 | -3818401.927 | 75091126.6462 |
Total P&L (%) | -6922.4201 | 112.7147 | -7035.1348 | 71272.7247 | -3818.4019 | 75091.1266 |
Avg Daily Profit (%) | -3.0462 | 0.0496 | -3.0958 | 0.2895 | 0 | 0.2918 |
Buy And Hold Return (%) | 8202.2789 | 8202.2789 | 8202.2789 | 8202.2789 | 8202.2789 | 8202.2789 |
Max Trade Drawdown | -7084060 | -24216 | -7168011 | -28214784 | -16566500 | -21973188 |
Profit Factor | 0.0768 | 2.439 | 0.0519 | 2.2167 | 0.8377 | 3.1423 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 74 | 37 | 37 | 42 | 19 | 23 |
Losing Trades | 27 | 14 | 13 | 59 | 32 | 27 |
Profitability (%) | 73.2673 | 72.549 | 74 | 41.5842 | 37.2549 | 46 |
Ratio Avg Win / Avg Loss | 0.028 | 0.9229 | 0.0182 | 3.114 | 1.4109 | 3.6888 |
Largest Winning Trade | 39100 | 31080 | 39100 | 52004280 | 6798927 | 52004280 |
Largest Losing Trade | -6925219 | -24216 | -6925219 | -6335358 | -4140846 | -6335358 |
Avg Bars in Trades | 42 | 5 | 80 | 42 | 5 | 80 |
Avg Bars in Winners | 25 | 3 | 47 | 51 | 3 | 90 |
Avg Bars in Losers | 87 | 8 | 172 | 35 | 6 | 70 |
Bars Traded | 4276 | 269 | 4007 | 4276 | 269 | 4007 |
Profit Streak | 226.9651 | 226.9651 | 278.9651 | 226.9651 | 226.9651 | 414.9651 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575690 | -466032 | -756307 | 415541 | -762440 | -165369 |
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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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