Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6139178.3275 | 104299.5472 | -6243477.8747 | 27122278.9237 | 4828364.2084 | 22293914.7153 |
Total P&L (%) | -6139.1783 | 104.2995 | -6243.4779 | 27122.2789 | 4828.3642 | 22293.9147 |
Avg Daily Profit (%) | -2.7117 | 0.0461 | -2.7577 | 0.2479 | 0.1723 | 0.2393 |
Buy And Hold Return (%) | 9936.0277 | 9936.0277 | 9936.0277 | 9936.0277 | 9936.0277 | 9936.0277 |
Max Trade Drawdown | -6326018 | -21974 | -6383273 | -21358716 | -4767498 | -18482355 |
Profit Factor | 0.0824 | 3.5025 | 0.0609 | 1.6343 | 1.5625 | 1.6523 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 62 | 32 | 30 | 42 | 22 | 20 |
Losing Trades | 23 | 11 | 12 | 43 | 21 | 22 |
Profitability (%) | 72.9412 | 74.4186 | 71.4286 | 49.4118 | 51.1628 | 47.619 |
Ratio Avg Win / Avg Loss | 0.0306 | 1.204 | 0.0244 | 1.6732 | 1.4915 | 1.8175 |
Largest Winning Trade | 37093 | 22247 | 37093 | 13996968 | 3471673 | 13996968 |
Largest Losing Trade | -6114582 | -12999 | -6114582 | -8642235 | -1472910 | -8642235 |
Avg Bars in Trades | 75 | 3 | 149 | 75 | 3 | 149 |
Avg Bars in Winners | 37 | 2 | 75 | 77 | 3 | 157 |
Avg Bars in Losers | 177 | 5 | 334 | 73 | 2 | 141 |
Bars Traded | 6416 | 141 | 6275 | 6416 | 141 | 6275 |
Profit Streak | 106.9053 | 200.2386 | 106.9053 | 106.9053 | 200.2386 | 106.9053 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575869 | -286666 | -576998 | 346284 | -154396 | 227313 |
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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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