Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6586468.7133 | 148897.3106 | -6735366.0239 | 81849207.6599 | 4570626.2642 | 77278581.3957 |
Total P&L (%) | -6586.4687 | 148.8973 | -6735.366 | 81849.2077 | 4570.6263 | 77278.5814 |
Avg Daily Profit (%) | -2.9152 | 0.0659 | -2.9811 | 0.2974 | 0.1703 | 0.2948 |
Buy And Hold Return (%) | 8271.5707 | 8271.5707 | 8271.5707 | 8271.5707 | 8271.5707 | 8271.5707 |
Max Trade Drawdown | -6808125 | -25778 | -6885187 | -59407107 | -17365548 | -52962434 |
Profit Factor | 0.0795 | 3.7935 | 0.0516 | 1.8095 | 1.1535 | 2.0835 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 59 | 30 | 29 | 31 | 15 | 16 |
Losing Trades | 16 | 8 | 8 | 44 | 23 | 21 |
Profitability (%) | 78.6667 | 78.9474 | 78.3784 | 41.3333 | 39.4737 | 43.2432 |
Ratio Avg Win / Avg Loss | 0.0216 | 1.0116 | 0.0142 | 2.5684 | 1.7687 | 2.7346 |
Largest Winning Trade | 40914 | 40914 | 36750 | 55156253 | 13743987 | 55156253 |
Largest Losing Trade | -6697285 | -24579 | -6697285 | -14130954 | -4977345 | -14130954 |
Avg Bars in Trades | 85 | 13 | 159 | 85 | 13 | 159 |
Avg Bars in Winners | 54 | 11 | 98 | 107 | 15 | 193 |
Avg Bars in Losers | 201 | 22 | 381 | 70 | 12 | 133 |
Bars Traded | 6416 | 514 | 5902 | 6416 | 514 | 5902 |
Profit Streak | 264.5392 | 442.5392 | 264.5392 | 398.5392 | 398.5392 | 400.8725 |
Trades During Streak | 11 | 8 | 5 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -636536 | -259441 | -575698 | -50845 | -211000 | 417027 |
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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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