Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -12574311.359 | 128365.501 | -12702676.86 | 67218651.7883 | 7726770.9536 | 59491880.8347 |
Total P&L (%) | -12574.3114 | 128.3655 | -12702.6769 | 67218.6518 | 7726.771 | 59491.8808 |
Avg Daily Profit (%) | -5.5389 | 0.0565 | -5.5955 | 0.2873 | 0.1922 | 0.2819 |
Buy And Hold Return (%) | 9010.2197 | 9010.2197 | 9010.2197 | 9010.2197 | 9010.2197 | 9010.2197 |
Max Trade Drawdown | -12757691 | -89364 | -12793014 | -55554372 | -39748868 | -65135424 |
Profit Factor | 0.0477 | 1.6314 | 0.023 | 1.4276 | 1.1092 | 1.6885 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 57 | 28 | 29 | 41 | 19 | 22 |
Losing Trades | 31 | 16 | 15 | 47 | 25 | 22 |
Profitability (%) | 64.7727 | 63.6364 | 65.9091 | 46.5909 | 43.1818 | 50 |
Ratio Avg Win / Avg Loss | 0.026 | 0.9322 | 0.0119 | 1.6365 | 1.4594 | 1.6885 |
Largest Winning Trade | 39877 | 39877 | 22679 | 67187155 | 17856058 | 67187155 |
Largest Losing Trade | -12663894 | -50189 | -12663894 | -29151400 | -13210691 | -29151400 |
Avg Bars in Trades | 147 | 156 | 138 | 147 | 156 | 138 |
Avg Bars in Winners | 103 | 109 | 97 | 157 | 180 | 138 |
Avg Bars in Losers | 228 | 237 | 218 | 138 | 137 | 139 |
Bars Traded | 12970 | 6868 | 6102 | 12970 | 6868 | 6102 |
Profit Streak | 0 | 0 | 262.3143 | 0 | 0 | 353.1476 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578350 | -281054 | -577261 | 348031 | -260857 | 472770 |
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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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