Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9255145.5779 | 79764.1761 | -9334909.7541 | 39881593.1708 | 10777702.1343 | 29103891.0365 |
Total P&L (%) | -9255.1456 | 79.7642 | -9334.9098 | 39881.5932 | 10777.7021 | 29103.891 |
Avg Daily Profit (%) | -4.0727 | 0.0351 | -4.1078 | 0.264 | 0.2066 | 0.2501 |
Buy And Hold Return (%) | 8237.2617 | 8237.2617 | 8237.2617 | 8237.2617 | 8237.2617 | 8237.2617 |
Max Trade Drawdown | -9437303 | -43975 | -9472065 | -30540598 | -9117208 | -25489124 |
Profit Factor | 0.0572 | 1.9913 | 0.0412 | 1.7648 | 1.7424 | 1.7734 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 62 | 32 | 30 | 46 | 23 | 23 |
Losing Trades | 27 | 13 | 14 | 43 | 22 | 21 |
Profitability (%) | 69.6629 | 71.1111 | 68.1818 | 51.6854 | 51.1111 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.0249 | 0.809 | 0.0192 | 1.6497 | 1.6667 | 1.6192 |
Largest Winning Trade | 28436 | 12539 | 28436 | 23949004 | 7660379 | 23949004 |
Largest Losing Trade | -9220618 | -25234 | -9220618 | -6209805 | -2266283 | -6209805 |
Avg Bars in Trades | 95 | 6 | 186 | 95 | 6 | 186 |
Avg Bars in Winners | 38 | 3 | 76 | 117 | 7 | 227 |
Avg Bars in Losers | 225 | 14 | 421 | 71 | 6 | 141 |
Bars Traded | 8489 | 305 | 8184 | 8489 | 305 | 8184 |
Profit Streak | 110.1793 | 231.1793 | 0 | 110.1793 | 231.1793 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577151 | -306294 | -578362 | 413103 | -56540 | 343617 |
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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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