Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8343816.7134 | 142139.7781 | -8485956.4915 | 45897612.163 | 6694704.6772 | 39202907.4858 |
Total P&L (%) | -8343.8167 | 142.1398 | -8485.9565 | 45897.6122 | 6694.7047 | 39202.9075 |
Avg Daily Profit (%) | -3.6741 | 0.0626 | -3.7367 | 0.2703 | 0.1859 | 0.2634 |
Buy And Hold Return (%) | 8079.7945 | 8079.7945 | 8079.7945 | 8079.7945 | 8079.7945 | 8079.7945 |
Max Trade Drawdown | -8548853 | -35175 | -8596043 | -52578524 | -19107886 | -42159475 |
Profit Factor | 0.0663 | 2.9204 | 0.0425 | 1.4954 | 1.216 | 1.6359 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 80 | 39 | 41 | 46 | 24 | 22 |
Losing Trades | 23 | 13 | 10 | 57 | 28 | 29 |
Profitability (%) | 77.6699 | 75 | 80.3922 | 44.6602 | 46.1538 | 43.1373 |
Ratio Avg Win / Avg Loss | 0.0191 | 0.9735 | 0.0104 | 1.8531 | 1.4187 | 2.1564 |
Largest Winning Trade | 36138 | 36138 | 32819 | 30752269 | 9240657 | 30752269 |
Largest Losing Trade | -8495906 | -17619 | -8495906 | -6357225 | -5569934 | -6357225 |
Avg Bars in Trades | 123 | 12 | 236 | 123 | 12 | 236 |
Avg Bars in Winners | 59 | 7 | 109 | 145 | 14 | 287 |
Avg Bars in Losers | 347 | 30 | 759 | 106 | 11 | 198 |
Bars Traded | 12753 | 673 | 12080 | 12753 | 673 | 12080 |
Profit Streak | 93.375 | 192.5417 | 0 | 93.375 | 192.5417 | 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 | -576080 | -447510 | -756906 | 320589 | -338203 | -172511 |
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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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