Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -26841466.6724 | -22730.3714 | -26818736.301 | 53208329.2066 | 11054170.2403 | 42154158.9663 |
Total P&L (%) | -26841.4667 | -22.7304 | -26818.7363 | 53208.3292 | 11054.1702 | 42154.159 |
Avg Daily Profit (%) | -11.7623 | -0.01 | -11.7523 | 0.2755 | 0.2068 | 0.2653 |
Buy And Hold Return (%) | 8364.4439 | 8364.4439 | 8364.4439 | 8364.4439 | 8364.4439 | 8364.4439 |
Max Trade Drawdown | -26922266 | -34920 | -26906432 | -116367804 | -9848860 | -123029810 |
Profit Factor | 0.0157 | 0.694 | 0.0139 | 1.2697 | 1.4473 | 1.2443 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 43 | 17 | 26 | 45 | 24 | 21 |
Losing Trades | 40 | 25 | 15 | 38 | 18 | 20 |
Profitability (%) | 51.8072 | 40.4762 | 63.4146 | 54.2169 | 57.1429 | 51.2195 |
Ratio Avg Win / Avg Loss | 0.0146 | 1.0206 | 0.008 | 1.0722 | 1.0855 | 1.185 |
Largest Winning Trade | 48899 | 12106 | 48899 | 66288643 | 3420763 | 66288643 |
Largest Losing Trade | -26744947 | -8778 | -26744947 | -32916218 | -5884757 | -32916218 |
Avg Bars in Trades | 154 | 6 | 306 | 154 | 6 | 306 |
Avg Bars in Winners | 100 | 5 | 161 | 159 | 5 | 334 |
Avg Bars in Losers | 213 | 6 | 557 | 149 | 7 | 277 |
Bars Traded | 12829 | 253 | 12576 | 12829 | 253 | 12576 |
Profit Streak | 119.3378 | 178.1711 | 119.3378 | 119.3378 | 178.1711 | 119.3378 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580469 | -581523 | -578438 | 315974 | -54437 | 280466 |
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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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