Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7919152.8289 | 208353.1131 | -8127505.942 | 128148952.555 | -513333.4378 | 128662285.9928 |
Total P&L (%) | -7919.1528 | 208.3531 | -8127.5059 | 128148.9526 | -513.3334 | 128662.286 |
Avg Daily Profit (%) | -3.4876 | 0.0918 | -3.5793 | 0.3157 | 0 | 0.3158 |
Buy And Hold Return (%) | 10886.6522 | 10886.6522 | 10886.6522 | 10886.6522 | 10886.6522 | 10886.6522 |
Max Trade Drawdown | -8153752 | -115722 | -8229278 | -96181987 | -76653343 | -70652533 |
Profit Factor | 0.0853 | 1.8904 | 0.0352 | 1.514 | 0.9963 | 2.1706 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 65 | 31 | 34 | 67 | 33 | 34 |
Losing Trades | 59 | 31 | 28 | 57 | 29 | 28 |
Profitability (%) | 52.4194 | 50 | 54.8387 | 54.0323 | 53.2258 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.0774 | 1.8904 | 0.029 | 1.2881 | 0.8756 | 1.7876 |
Largest Winning Trade | 105681 | 105681 | 41110 | 129635448 | 28690393 | 129635448 |
Largest Losing Trade | -8086809 | -33638 | -8086809 | -30255343 | -30255343 | -26253948 |
Avg Bars in Trades | 51 | 54 | 47 | 51 | 54 | 47 |
Avg Bars in Winners | 43 | 53 | 34 | 50 | 58 | 43 |
Avg Bars in Losers | 59 | 55 | 63 | 51 | 49 | 52 |
Bars Traded | 6325 | 3382 | 2943 | 6325 | 3382 | 2943 |
Profit Streak | 59.8012 | 59.8012 | 65.1346 | 59.8012 | 59.8012 | 65.1346 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579158 | -386271 | -732946 | 440887 | -733979 | -139010 |
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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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