Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7503777.1335 | 210018.1322 | -7713795.2657 | 135112800.9471 | -42108269.616 | 177221070.563 |
Total P&L (%) | -7503.7771 | 210.0181 | -7713.7953 | 135112.8009 | -42108.2696 | 177221.0706 |
Avg Daily Profit (%) | -3.3166 | 0.0928 | -3.4094 | 0.3192 | 0 | 0.3312 |
Buy And Hold Return (%) | 10789.6581 | 10789.6581 | 10789.6581 | 10789.6581 | 10789.6581 | 10789.6581 |
Max Trade Drawdown | -7706185 | -78802 | -7800659 | -134803869 | -93490643 | -95179360 |
Profit Factor | 0.0912 | 2.1185 | 0.044 | 1.4395 | 0.7611 | 2.3514 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 56 | 27 | 29 | 40 | 22 | 18 |
Losing Trades | 28 | 15 | 13 | 44 | 20 | 24 |
Profitability (%) | 66.6667 | 64.2857 | 69.0476 | 47.619 | 52.381 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0456 | 1.1769 | 0.0197 | 1.5835 | 0.6919 | 3.1352 |
Largest Winning Trade | 48406 | 48406 | 44093 | 165207877 | 49819492 | 165207877 |
Largest Losing Trade | -7706185 | -33732 | -7706185 | -23879788 | -23879788 | -20634512 |
Avg Bars in Trades | 99 | 109 | 90 | 99 | 109 | 90 |
Avg Bars in Winners | 76 | 100 | 54 | 103 | 106 | 100 |
Avg Bars in Losers | 146 | 126 | 169 | 96 | 113 | 82 |
Bars Traded | 8390 | 4596 | 3794 | 8390 | 4596 | 3794 |
Profit Streak | 0 | 0 | 209.323 | 0 | 0 | 209.323 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578115 | -230003 | -576906 | 374486 | -580426 | 441436 |
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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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