Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8432150.5222 | 68365.2244 | -8500515.7466 | 40116080.521 | 9842025.6628 | 30274054.8582 |
Total P&L (%) | -8432.1505 | 68.3652 | -8500.5157 | 40116.0805 | 9842.0257 | 30274.0549 |
Avg Daily Profit (%) | -3.7228 | 0.0302 | -3.753 | 0.2651 | 0.2033 | 0.2527 |
Buy And Hold Return (%) | 9258.7097 | 9258.7097 | 9258.7097 | 9258.7097 | 9258.7097 | 9258.7097 |
Max Trade Drawdown | -8607604 | -47642 | -8628161 | -42474578 | -13238750 | -33943711 |
Profit Factor | 0.0651 | 1.5372 | 0.044 | 1.5316 | 1.3927 | 1.6008 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 144 | 69 | 75 | 82 | 46 | 36 |
Losing Trades | 47 | 27 | 20 | 109 | 50 | 59 |
Profitability (%) | 75.3927 | 71.875 | 78.9474 | 42.9319 | 47.9167 | 37.8947 |
Ratio Avg Win / Avg Loss | 0.0212 | 0.6015 | 0.0117 | 2.036 | 1.5138 | 2.6235 |
Largest Winning Trade | 22404 | 14901 | 22404 | 22823702 | 9700757 | 22823702 |
Largest Losing Trade | -8416803 | -22932 | -8416803 | -5721488 | -3772370 | -5721488 |
Avg Bars in Trades | 33 | 6 | 61 | 33 | 6 | 61 |
Avg Bars in Winners | 13 | 3 | 22 | 38 | 7 | 78 |
Avg Bars in Losers | 95 | 12 | 206 | 29 | 4 | 50 |
Bars Traded | 6419 | 606 | 5813 | 6419 | 606 | 5813 |
Profit Streak | 102.3416 | 184.675 | 102.3416 | 102.3416 | 184.675 | 102.3416 |
Trades During Streak | 7 | 8 | 3 | 7 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574974 | -313888 | -575692 | 325496 | -135688 | 179780 |
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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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