Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8301416.2506 | 110182.3506 | -8411598.6012 | 40473876.0013 | 9544104.022 | 30929771.9793 |
Total P&L (%) | -8301.4163 | 110.1824 | -8411.5986 | 40473.876 | 9544.104 | 30929.772 |
Avg Daily Profit (%) | -3.6694 | 0.0487 | -3.7181 | 0.2658 | 0.2022 | 0.2539 |
Buy And Hold Return (%) | 9634.8705 | 9634.8705 | 9634.8705 | 9634.8705 | 9634.8705 | 9634.8705 |
Max Trade Drawdown | -8505443 | -18427 | -8543502 | -30944529 | -5524322 | -25759571 |
Profit Factor | 0.0659 | 2.5459 | 0.0458 | 1.6481 | 1.6457 | 1.6489 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 85 | 44 | 41 | 53 | 28 | 25 |
Losing Trades | 28 | 13 | 15 | 60 | 29 | 31 |
Profitability (%) | 75.2212 | 77.193 | 73.2143 | 46.9027 | 49.1228 | 44.6429 |
Ratio Avg Win / Avg Loss | 0.0217 | 0.7522 | 0.0168 | 1.8658 | 1.7045 | 2.0446 |
Largest Winning Trade | 28095 | 22184 | 28095 | 21367940 | 4742095 | 21367940 |
Largest Losing Trade | -8400572 | -18427 | -8400572 | -7843200 | -1562361 | -7843200 |
Avg Bars in Trades | 113 | 9 | 219 | 113 | 9 | 219 |
Avg Bars in Winners | 51 | 6 | 99 | 124 | 9 | 253 |
Avg Bars in Losers | 302 | 20 | 547 | 103 | 8 | 192 |
Bars Traded | 12831 | 533 | 12298 | 12831 | 533 | 12298 |
Profit Streak | 100.0687 | 196.902 | 100.0687 | 100.0687 | 196.902 | 100.0687 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575574 | -466384 | -757263 | 364673 | -333285 | -172881 |
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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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