Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7027351.915 | 105752.7916 | -7133104.7066 | 57555179.7055 | -1624031.6723 | 59179211.3778 |
Total P&L (%) | -7027.3519 | 105.7528 | -7133.1047 | 57555.1797 | -1624.0317 | 59179.2114 |
Avg Daily Profit (%) | -3.1119 | 0.0468 | -3.1587 | 0.2819 | 0 | 0.2831 |
Buy And Hold Return (%) | 8345.2534 | 8345.2534 | 8345.2534 | 8345.2534 | 8345.2534 | 8345.2534 |
Max Trade Drawdown | -7175925 | -18958 | -7251909 | -34934806 | -10465661 | -26209397 |
Profit Factor | 0.0646 | 3.9846 | 0.0461 | 2.1672 | 0.8905 | 2.7161 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 63 | 33 | 30 | 35 | 16 | 19 |
Losing Trades | 20 | 9 | 11 | 48 | 26 | 22 |
Profitability (%) | 75.9036 | 78.5714 | 73.1707 | 42.1687 | 38.0952 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.0205 | 1.0867 | 0.0169 | 2.9721 | 1.447 | 3.145 |
Largest Winning Trade | 37990 | 22498 | 37990 | 36423793 | 4063916 | 36423793 |
Largest Losing Trade | -7061605 | -18958 | -7061605 | -6599746 | -2157464 | -6599746 |
Avg Bars in Trades | 98 | 5 | 193 | 98 | 5 | 193 |
Avg Bars in Winners | 48 | 3 | 97 | 124 | 4 | 226 |
Avg Bars in Losers | 255 | 10 | 455 | 78 | 5 | 164 |
Bars Traded | 8137 | 213 | 7924 | 8137 | 213 | 7924 |
Profit Streak | 263.955 | 697.455 | 263.955 | 399.955 | 399.955 | 400.455 |
Trades During Streak | 15 | 12 | 7 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576826 | -284716 | -576297 | 360772 | -581985 | 503203 |
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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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