Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8172632.0465 | 169925.775 | -8342557.8215 | 36611309.9633 | -32171059.345 | 68782369.3083 |
Total P&L (%) | -8172.632 | 169.9258 | -8342.5578 | 36611.31 | -32171.0593 | 68782.3693 |
Avg Daily Profit (%) | -3.5888 | 0.0746 | -3.6634 | 0.2597 | 0 | 0.2874 |
Buy And Hold Return (%) | 8856.8008 | 8856.8008 | 8856.8008 | 8856.8008 | 8856.8008 | 8856.8008 |
Max Trade Drawdown | -8361201 | -78141 | -8424942 | -92426758 | -61664111 | -74177671 |
Profit Factor | 0.0714 | 2.0375 | 0.0341 | 1.1606 | 0.7143 | 1.5961 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 58 | 29 | 29 | 46 | 25 | 21 |
Losing Trades | 32 | 16 | 16 | 44 | 20 | 24 |
Profitability (%) | 64.4444 | 64.4444 | 64.4444 | 51.1111 | 55.5556 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0394 | 1.1242 | 0.0188 | 1.1101 | 0.5715 | 1.8241 |
Largest Winning Trade | 46503 | 46503 | 35580 | 98475498 | 15695611 | 98475498 |
Largest Losing Trade | -8351282 | -36164 | -8351282 | -24533058 | -22535659 | -24533058 |
Avg Bars in Trades | 93 | 95 | 92 | 93 | 95 | 92 |
Avg Bars in Winners | 59 | 71 | 47 | 93 | 106 | 78 |
Avg Bars in Losers | 156 | 139 | 174 | 94 | 82 | 103 |
Bars Traded | 8449 | 4301 | 4148 | 8449 | 4301 | 4148 |
Profit Streak | 61.916 | 61.916 | 62.666 | 61.916 | 61.916 | 62.666 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577412 | -253832 | -578280 | -36083 | -579432 | 400260 |
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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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