Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8594562.8373 | 108193.8185 | -8702756.6558 | 57517461.5447 | 2906805.1696 | 54610656.3751 |
Total P&L (%) | -8594.5628 | 108.1938 | -8702.7567 | 57517.4615 | 2906.8052 | 54610.6564 |
Avg Daily Profit (%) | -3.7934 | 0.0478 | -3.8411 | 0.2809 | 0.1503 | 0.2787 |
Buy And Hold Return (%) | 9220.5066 | 9220.5066 | 9220.5066 | 9220.5066 | 9220.5066 | 9220.5066 |
Max Trade Drawdown | -8773250 | -38475 | -8831631 | -35917962 | -12393717 | -31782268 |
Profit Factor | 0.0697 | 1.9729 | 0.0466 | 1.6827 | 1.0984 | 1.9981 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 84 | 41 | 43 | 54 | 25 | 29 |
Losing Trades | 33 | 18 | 15 | 63 | 34 | 29 |
Profitability (%) | 71.7949 | 69.4915 | 74.1379 | 46.1538 | 42.3729 | 50 |
Ratio Avg Win / Avg Loss | 0.0274 | 0.8662 | 0.0162 | 1.9631 | 1.4938 | 1.9981 |
Largest Winning Trade | 31165 | 20985 | 31165 | 41266416 | 11588080 | 41266416 |
Largest Losing Trade | -8631629 | -32776 | -8631629 | -6444834 | -2458696 | -6444834 |
Avg Bars in Trades | 54 | 12 | 98 | 54 | 12 | 98 |
Avg Bars in Winners | 23 | 7 | 39 | 72 | 13 | 123 |
Avg Bars in Losers | 133 | 23 | 266 | 39 | 11 | 72 |
Bars Traded | 6418 | 731 | 5687 | 6418 | 731 | 5687 |
Profit Streak | 91.5292 | 186.1959 | 91.5292 | 91.5292 | 186.1959 | 91.5292 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575919 | -466433 | -756744 | 420087 | -448438 | -167307 |
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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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