Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9211823.5962 | 57124.916 | -9268948.5123 | 54768037.5223 | 11340793.4589 | 43427244.0634 |
Total P&L (%) | -9211.8236 | 57.1249 | -9268.9485 | 54768.0375 | 11340.7935 | 43427.2441 |
Avg Daily Profit (%) | -4.0652 | 0.0252 | -4.0904 | 0.2787 | 0.2094 | 0.2685 |
Buy And Hold Return (%) | 9140.2858 | 9140.2858 | 9140.2858 | 9140.2858 | 9140.2858 | 9140.2858 |
Max Trade Drawdown | -9393019 | -39366 | -9419387 | -24303963 | -6654361 | -22934279 |
Profit Factor | 0.0565 | 1.5874 | 0.0411 | 2.1349 | 1.7833 | 2.2856 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 104 | 52 | 52 | 64 | 30 | 34 |
Losing Trades | 33 | 17 | 16 | 73 | 39 | 34 |
Profitability (%) | 75.9124 | 75.3623 | 76.4706 | 46.7153 | 43.4783 | 50 |
Ratio Avg Win / Avg Loss | 0.0179 | 0.519 | 0.0127 | 2.4351 | 2.3183 | 2.2856 |
Largest Winning Trade | 25513 | 13200 | 25513 | 26725349 | 6544990 | 26725349 |
Largest Losing Trade | -9146468 | -27119 | -9146468 | -5174451 | -2749115 | -5174451 |
Avg Bars in Trades | 62 | 9 | 116 | 62 | 9 | 116 |
Avg Bars in Winners | 30 | 5 | 56 | 78 | 8 | 139 |
Avg Bars in Losers | 161 | 19 | 313 | 48 | 9 | 93 |
Bars Traded | 8555 | 627 | 7928 | 8555 | 627 | 7928 |
Profit Streak | 220.4476 | 220.4476 | 272.4476 | 220.4476 | 220.4476 | 375.6976 |
Trades During Streak | 12 | 6 | 9 | 12 | 6 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575211 | -421481 | -685044 | 459062 | -182164 | -96283 |
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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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