Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10147623.3338 | 174796.3721 | -10322419.7059 | 159996123.8224 | -102017323.4917 | 262013447.3141 |
Total P&L (%) | -10147.6233 | 174.7964 | -10322.4197 | 159996.1238 | -102017.3235 | 262013.4473 |
Avg Daily Profit (%) | -4.4934 | 0.0774 | -4.5708 | 0.3273 | 0 | 0.3492 |
Buy And Hold Return (%) | 11486.2687 | 11486.2687 | 11486.2687 | 11486.2687 | 11486.2687 | 11486.2687 |
Max Trade Drawdown | -10328159 | -56274 | -10390711 | -240444768 | -175957854 | -164577749 |
Profit Factor | 0.0563 | 2.2174 | 0.027 | 1.3282 | 0.6319 | 2.2458 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 53 | 27 | 26 | 25 | 13 | 12 |
Losing Trades | 13 | 6 | 7 | 41 | 20 | 21 |
Profitability (%) | 80.303 | 81.8182 | 78.7879 | 37.8788 | 39.3939 | 36.3636 |
Ratio Avg Win / Avg Loss | 0.0138 | 0.4927 | 0.0073 | 2.1783 | 0.9722 | 3.9302 |
Largest Winning Trade | 53553 | 53553 | 28495 | 292923696 | 47118340 | 292923696 |
Largest Losing Trade | -10318729 | -49600 | -10318729 | -96764974 | -96764974 | -25842364 |
Avg Bars in Trades | 95 | 102 | 88 | 95 | 102 | 88 |
Avg Bars in Winners | 48 | 58 | 38 | 120 | 133 | 107 |
Avg Bars in Losers | 286 | 300 | 274 | 80 | 82 | 77 |
Bars Traded | 6302 | 3377 | 2925 | 6302 | 3377 | 2925 |
Profit Streak | 123.8628 | 123.8628 | 241.8628 | 123.8628 | 123.8628 | 342.1962 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -704400 | -249334 | -576099 | -122039 | -584361 | 345716 |
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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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