Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9904375.4865 | 67462.8328 | -9971838.3193 | 55383861.4003 | 7580385.3368 | 47803476.0634 |
Total P&L (%) | -9904.3755 | 67.4628 | -9971.8383 | 55383.8614 | 7580.3853 | 47803.4761 |
Avg Daily Profit (%) | -4.3863 | 0.0299 | -4.4162 | 0.2802 | 0.1924 | 0.2737 |
Buy And Hold Return (%) | 8236.7811 | 8236.7811 | 8236.7811 | 8236.7811 | 8236.7811 | 8236.7811 |
Max Trade Drawdown | -10101247 | -35232 | -10111219 | -45182291 | -9373390 | -46377352 |
Profit Factor | 0.0585 | 1.5417 | 0.0407 | 1.5064 | 1.2267 | 1.6296 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 148 | 68 | 80 | 96 | 50 | 46 |
Losing Trades | 43 | 28 | 15 | 95 | 46 | 49 |
Profitability (%) | 77.4869 | 70.8333 | 84.2105 | 50.2618 | 52.0833 | 48.4211 |
Ratio Avg Win / Avg Loss | 0.017 | 0.6348 | 0.0076 | 1.4907 | 1.1286 | 1.7359 |
Largest Winning Trade | 26518 | 11163 | 26518 | 36677819 | 9823671 | 36677819 |
Largest Losing Trade | -9898817 | -21863 | -9898817 | -11702412 | -4235605 | -11702412 |
Avg Bars in Trades | 67 | 16 | 118 | 67 | 16 | 118 |
Avg Bars in Winners | 30 | 9 | 48 | 65 | 19 | 116 |
Avg Bars in Losers | 192 | 33 | 490 | 68 | 13 | 120 |
Bars Traded | 12835 | 1582 | 11254 | 12835 | 1582 | 11254 |
Profit Streak | 0 | 0 | 96.1596 | 0 | 0 | 96.1596 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576214 | -315895 | -575144 | 393076 | -157918 | 410360 |
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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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