Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9722848.0678 | 76384.4427 | -9799232.5105 | 36574447.2396 | -19320394.04 | 55894841.2796 |
Total P&L (%) | -9722.8481 | 76.3844 | -9799.2325 | 36574.4472 | -19320.394 | 55894.8413 |
Avg Daily Profit (%) | -4.2835 | 0.0337 | -4.3172 | 0.2605 | 0 | 0.2792 |
Buy And Hold Return (%) | 9143.3332 | 9143.3332 | 9143.3332 | 9143.3332 | 9143.3332 | 9143.3332 |
Max Trade Drawdown | -9850724 | -54668 | -9858848 | -67963252 | -42130078 | -58608690 |
Profit Factor | 0.0441 | 1.5132 | 0.0222 | 1.257 | 0.6997 | 1.7169 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 58 | 27 | 31 | 30 | 16 | 14 |
Losing Trades | 14 | 9 | 5 | 42 | 20 | 22 |
Profitability (%) | 80.5556 | 75 | 86.1111 | 41.6667 | 44.4444 | 38.8889 |
Ratio Avg Win / Avg Loss | 0.0106 | 0.5044 | 0.0036 | 1.7598 | 0.8746 | 2.698 |
Largest Winning Trade | 22117 | 22117 | 16865 | 80669096 | 12816612 | 80669096 |
Largest Losing Trade | -9747844 | -39617 | -9747844 | -23853763 | -12552068 | -23853763 |
Avg Bars in Trades | 174 | 190 | 158 | 174 | 190 | 158 |
Avg Bars in Winners | 89 | 97 | 82 | 251 | 274 | 226 |
Avg Bars in Losers | 527 | 470 | 629 | 119 | 124 | 114 |
Bars Traded | 12564 | 6875 | 5689 | 12564 | 6875 | 5689 |
Profit Streak | 134.2807 | 134.2807 | 235.9474 | 134.2807 | 134.2807 | 353.7807 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -658951 | -309795 | -575324 | -78369 | -581980 | 302291 |
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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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