Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8699063.623 | 131279.1852 | -8830342.8082 | 66421872.1881 | 14091430.1562 | 52330442.0319 |
Total P&L (%) | -8699.0636 | 131.2792 | -8830.3428 | 66421.8722 | 14091.4302 | 52330.442 |
Avg Daily Profit (%) | -3.8364 | 0.0579 | -3.8943 | 0.2871 | 0.2188 | 0.2765 |
Buy And Hold Return (%) | 9652.166 | 9652.166 | 9652.166 | 9652.166 | 9652.166 | 9652.166 |
Max Trade Drawdown | -8905576 | -42315 | -8969358 | -96095850 | -31068127 | -77092989 |
Profit Factor | 0.0674 | 2.5725 | 0.0448 | 1.3839 | 1.2571 | 1.4427 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 118 | 55 | 63 | 74 | 40 | 34 |
Losing Trades | 39 | 24 | 15 | 83 | 39 | 44 |
Profitability (%) | 75.1592 | 69.6203 | 80.7692 | 47.1338 | 50.6329 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.0223 | 1.1226 | 0.0107 | 1.5522 | 1.2256 | 1.867 |
Largest Winning Trade | 28413 | 27882 | 28413 | 47045094 | 18269202 | 47045094 |
Largest Losing Trade | -8858908 | -19590 | -8858908 | -12255496 | -7436315 | -12255496 |
Avg Bars in Trades | 54 | 7 | 102 | 54 | 7 | 102 |
Avg Bars in Winners | 21 | 4 | 36 | 57 | 9 | 115 |
Avg Bars in Losers | 154 | 13 | 380 | 51 | 4 | 92 |
Bars Traded | 8557 | 554 | 8003 | 8557 | 554 | 8003 |
Profit Streak | 105.0919 | 188.3419 | 105.0919 | 105.0919 | 188.3419 | 105.0919 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575262 | -300016 | -610036 | 415799 | -39830 | -26286 |
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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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