Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9161803.6451 | 99352.0925 | -9261155.7376 | 32062751.1447 | -13096837.678 | 45159588.8228 |
Total P&L (%) | -9161.8036 | 99.3521 | -9261.1557 | 32062.7511 | -13096.8377 | 45159.5888 |
Avg Daily Profit (%) | -4.0356 | 0.0438 | -4.0794 | 0.2546 | 0 | 0.2697 |
Buy And Hold Return (%) | 9295.6509 | 9295.6509 | 9295.6509 | 9295.6509 | 9295.6509 | 9295.6509 |
Max Trade Drawdown | -9281944 | -46513 | -9355677 | -61865883 | -29482913 | -55484222 |
Profit Factor | 0.0683 | 1.6238 | 0.0427 | 1.2175 | 0.7695 | 1.4985 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 232 | 113 | 119 | 122 | 58 | 64 |
Losing Trades | 47 | 27 | 20 | 157 | 82 | 75 |
Profitability (%) | 83.1541 | 80.7143 | 85.6115 | 43.7276 | 41.4286 | 46.0432 |
Ratio Avg Win / Avg Loss | 0.0138 | 0.388 | 0.0072 | 1.5668 | 1.0879 | 1.756 |
Largest Winning Trade | 19507 | 19105 | 19507 | 47643744 | 20146663 | 47643744 |
Largest Losing Trade | -9249569 | -44116 | -9249569 | -11280307 | -4221308 | -11280307 |
Avg Bars in Trades | 30 | 12 | 49 | 30 | 12 | 49 |
Avg Bars in Winners | 13 | 6 | 20 | 34 | 14 | 52 |
Avg Bars in Losers | 115 | 37 | 219 | 27 | 10 | 46 |
Bars Traded | 8594 | 1753 | 6841 | 8594 | 1753 | 6841 |
Profit Streak | 87.6549 | 87.6549 | 107.9049 | 87.6549 | 87.6549 | 107.9049 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573716 | -294645 | -574784 | 248753 | -581389 | 335675 |
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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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