Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5866567.5312 | 141379.2933 | -6007946.8244 | 48705171.6047 | -11518221.6733 | 60223393.278 |
Total P&L (%) | -5866.5675 | 141.3793 | -6007.9468 | 48705.1716 | -11518.2217 | 60223.3933 |
Avg Daily Profit (%) | -2.5951 | 0.0625 | -2.6576 | 0.2742 | 0 | 0.2836 |
Buy And Hold Return (%) | 10053.8462 | 10053.8462 | 10053.8462 | 10053.8462 | 10053.8462 | 10053.8462 |
Max Trade Drawdown | -5995540 | -45542 | -6083272 | -37221600 | -26636012 | -34900680 |
Profit Factor | 0.0841 | 2.0896 | 0.0426 | 1.4856 | 0.7554 | 2.1316 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 56 | 27 | 29 | 30 | 16 | 14 |
Losing Trades | 16 | 9 | 7 | 42 | 20 | 22 |
Profitability (%) | 77.7778 | 75 | 80.5556 | 41.6667 | 44.4444 | 38.8889 |
Ratio Avg Win / Avg Loss | 0.024 | 0.6965 | 0.0103 | 2.0798 | 0.9442 | 3.3497 |
Largest Winning Trade | 54410 | 54410 | 23009 | 69983252 | 12742293 | 69983252 |
Largest Losing Trade | -5953926 | -39923 | -5953926 | -9630711 | -8921643 | -9630711 |
Avg Bars in Trades | 88 | 97 | 79 | 88 | 97 | 79 |
Avg Bars in Winners | 45 | 50 | 40 | 119 | 138 | 98 |
Avg Bars in Losers | 238 | 235 | 242 | 65 | 64 | 67 |
Bars Traded | 6351 | 3495 | 2856 | 6351 | 3495 | 2856 |
Profit Streak | 124.2205 | 124.2205 | 226.5538 | 124.2205 | 124.2205 | 344.2205 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -659222 | -269413 | -575481 | -76034 | -581589 | 330257 |
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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) |
---|