Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10864986.3086 | 172402.8027 | -11037389.1113 | 71959079.4861 | -159807724.1155 | 231766803.6016 |
Total P&L (%) | -10864.9863 | 172.4028 | -11037.3891 | 71959.0795 | -159807.7241 | 231766.8036 |
Avg Daily Profit (%) | -4.815 | 0.0764 | -4.8914 | 0.292 | 0 | 0.344 |
Buy And Hold Return (%) | 8569.0926 | 8569.0926 | 8569.0926 | 8569.0926 | 8569.0926 | 8569.0926 |
Max Trade Drawdown | -11024593 | -46058 | -11125420 | -403234779 | -180069892 | -259652200 |
Profit Factor | 0.0537 | 2.5556 | 0.0293 | 1.1343 | 0.3399 | 1.7888 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 48 | 23 | 25 | 30 | 16 | 14 |
Losing Trades | 28 | 15 | 13 | 46 | 22 | 24 |
Profitability (%) | 63.1579 | 60.5263 | 65.7895 | 39.4737 | 42.1053 | 36.8421 |
Ratio Avg Win / Avg Loss | 0.0313 | 1.6667 | 0.0152 | 1.7392 | 0.4674 | 3.0665 |
Largest Winning Trade | 39851 | 37406 | 39851 | 297706788 | 29938105 | 297706788 |
Largest Losing Trade | -11023010 | -33763 | -11023010 | -59785740 | -49827208 | -59785740 |
Avg Bars in Trades | 110 | 105 | 115 | 110 | 105 | 115 |
Avg Bars in Winners | 78 | 91 | 66 | 113 | 91 | 138 |
Avg Bars in Losers | 165 | 126 | 209 | 108 | 115 | 102 |
Bars Traded | 8395 | 4008 | 4387 | 8395 | 4008 | 4387 |
Profit Streak | 121.635 | 121.635 | 245.885 | 121.635 | 121.635 | 447.385 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -631613 | -249898 | -577746 | -119808 | -583269 | 320225 |
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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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