Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8709131.4718 | 176036.3934 | -8885167.8652 | 248510628.0299 | 28888293.5612 | 219622334.4687 |
Total P&L (%) | -8709.1315 | 176.0364 | -8885.1679 | 248510.628 | 28888.2936 | 219622.3345 |
Avg Daily Profit (%) | -3.8425 | 0.0777 | -3.9202 | 0.3456 | 0.2505 | 0.3401 |
Buy And Hold Return (%) | 9222.1919 | 9222.1919 | 9222.1919 | 9222.1919 | 9222.1919 | 9222.1919 |
Max Trade Drawdown | -8982933 | -34920 | -9038926 | -234539167 | -58158190 | -193242935 |
Profit Factor | 0.0747 | 3.021 | 0.0472 | 1.6049 | 1.1918 | 1.8439 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 164 | 81 | 83 | 78 | 42 | 36 |
Losing Trades | 35 | 19 | 16 | 121 | 58 | 63 |
Profitability (%) | 82.4121 | 81 | 83.8384 | 39.196 | 42 | 36.3636 |
Ratio Avg Win / Avg Loss | 0.0159 | 0.7086 | 0.0091 | 2.4896 | 1.6458 | 3.2268 |
Largest Winning Trade | 26958 | 26958 | 25902 | 137361690 | 37074732 | 137361690 |
Largest Losing Trade | -8953568 | -21444 | -8953568 | -19760860 | -16424132 | -19760860 |
Avg Bars in Trades | 43 | 7 | 78 | 43 | 7 | 78 |
Avg Bars in Winners | 17 | 4 | 29 | 56 | 10 | 109 |
Avg Bars in Losers | 163 | 20 | 333 | 34 | 5 | 60 |
Bars Traded | 8557 | 770 | 7787 | 8557 | 770 | 7787 |
Profit Streak | 104.0607 | 182.0607 | 104.0607 | 104.0607 | 182.0607 | 104.0607 |
Trades During Streak | 5 | 8 | 2 | 5 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574180 | -246285 | -575570 | 381313 | -4586 | 291559 |
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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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