Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6710649.0375 | 99665.9588 | -6810314.9963 | 22943590.5728 | 2155908.9799 | 20787681.5929 |
Total P&L (%) | -6710.649 | 99.666 | -6810.315 | 22943.5906 | 2155.909 | 20787.6816 |
Avg Daily Profit (%) | -2.9683 | 0.0441 | -3.0124 | 0.2409 | 0.1379 | 0.2366 |
Buy And Hold Return (%) | 8961.7983 | 8961.7983 | 8961.7983 | 8961.7983 | 8961.7983 | 8961.7983 |
Max Trade Drawdown | -6911215 | -28438 | -6954838 | -21712699 | -4935240 | -17547211 |
Profit Factor | 0.0766 | 2.0505 | 0.0505 | 1.5338 | 1.1662 | 1.6925 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 53 | 21 | 32 | 49 | 26 | 23 |
Losing Trades | 36 | 24 | 12 | 40 | 19 | 21 |
Profitability (%) | 59.5506 | 46.6667 | 72.7273 | 55.0562 | 57.7778 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.052 | 2.3434 | 0.0189 | 1.252 | 0.8523 | 1.5453 |
Largest Winning Trade | 36693 | 31403 | 36693 | 16821088 | 4452248 | 16821088 |
Largest Losing Trade | -6733401 | -27101 | -6733401 | -7774216 | -3458240 | -7774216 |
Avg Bars in Trades | 96 | 22 | 171 | 96 | 22 | 171 |
Avg Bars in Winners | 65 | 16 | 97 | 103 | 23 | 194 |
Avg Bars in Losers | 141 | 27 | 370 | 87 | 21 | 146 |
Bars Traded | 8558 | 1003 | 7555 | 8558 | 1003 | 7555 |
Profit Streak | 211.5313 | 211.5313 | 265.2813 | 211.5313 | 211.5313 | 402.0313 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577818 | -295475 | -576377 | 315890 | -210846 | 307743 |
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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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