Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9339799.7366 | 40777.8543 | -9380577.5908 | 22398619.809 | 3635133.2261 | 18763486.5829 |
Total P&L (%) | -9339.7997 | 40.7779 | -9380.5776 | 22398.6198 | 3635.1332 | 18763.4866 |
Avg Daily Profit (%) | -4.1359 | 0.0181 | -4.1539 | 0.2401 | 0.1604 | 0.2323 |
Buy And Hold Return (%) | 8261.3061 | 8261.3061 | 8261.3061 | 8261.3061 | 8261.3061 | 8261.3061 |
Max Trade Drawdown | -9510504 | -34286 | -9521247 | -14471603 | -2510260 | -15737523 |
Profit Factor | 0.0484 | 1.6016 | 0.0376 | 1.845 | 1.6364 | 1.9023 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 67 | 32 | 35 | 45 | 22 | 23 |
Losing Trades | 26 | 15 | 11 | 48 | 25 | 23 |
Profitability (%) | 72.043 | 68.0851 | 76.087 | 48.3871 | 46.8085 | 50 |
Ratio Avg Win / Avg Loss | 0.0188 | 0.7507 | 0.0118 | 1.968 | 1.8596 | 1.9023 |
Largest Winning Trade | 38445 | 13757 | 38445 | 13187902 | 3289615 | 13187902 |
Largest Losing Trade | -9266354 | -24046 | -9266354 | -5321410 | -1256792 | -5321410 |
Avg Bars in Trades | 88 | 5 | 173 | 88 | 5 | 173 |
Avg Bars in Winners | 40 | 3 | 74 | 112 | 6 | 213 |
Avg Bars in Losers | 213 | 10 | 490 | 66 | 4 | 134 |
Bars Traded | 8256 | 260 | 7996 | 8256 | 260 | 7996 |
Profit Streak | 260.5557 | 260.5557 | 264.0557 | 260.5557 | 260.5557 | 367.8057 |
Trades During Streak | 14 | 7 | 8 | 14 | 7 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575816 | -330109 | -575859 | 349658 | -154420 | 301583 |
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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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