Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10641101.5686 | 197729.2407 | -10838830.8092 | 192154522.1351 | -58951952.5451 | 251106474.6802 |
Total P&L (%) | -10641.1016 | 197.7292 | -10838.8308 | 192154.5221 | -58951.9525 | 251106.4747 |
Avg Daily Profit (%) | -4.7112 | 0.0875 | -4.7988 | 0.3353 | 0 | 0.3472 |
Buy And Hold Return (%) | 9937.5877 | 9937.5877 | 9937.5877 | 9937.5877 | 9937.5877 | 9937.5877 |
Max Trade Drawdown | -10871164 | -68126 | -10925768 | -216170337 | -163151258 | -180437789 |
Profit Factor | 0.0544 | 2.3275 | 0.0239 | 1.4272 | 0.7538 | 2.1934 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 48 | 23 | 25 | 28 | 15 | 13 |
Losing Trades | 19 | 11 | 8 | 39 | 19 | 20 |
Profitability (%) | 71.6418 | 67.6471 | 75.7576 | 41.791 | 44.1176 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.0215 | 1.1131 | 0.0076 | 1.9878 | 0.9548 | 3.3745 |
Largest Winning Trade | 65841 | 65841 | 27317 | 293352252 | 64569788 | 293352252 |
Largest Losing Trade | -10839633 | -42830 | -10839633 | -81133400 | -81133400 | -42850548 |
Avg Bars in Trades | 95 | 102 | 88 | 95 | 102 | 88 |
Avg Bars in Winners | 55 | 64 | 47 | 124 | 136 | 111 |
Avg Bars in Losers | 197 | 183 | 215 | 74 | 75 | 73 |
Bars Traded | 6412 | 3494 | 2918 | 6412 | 3494 | 2918 |
Profit Streak | 123.0606 | 123.0606 | 242.3939 | 123.0606 | 123.0606 | 341.0606 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698013 | -235704 | -576491 | -112344 | -582517 | 383903 |
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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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