Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10094237.4325 | 100430.5093 | -10194667.9418 | 46791304.9787 | 23352919.5936 | 23438385.3851 |
Total P&L (%) | -10094.2374 | 100.4305 | -10194.6679 | 46791.305 | 23352.9196 | 23438.3854 |
Avg Daily Profit (%) | -4.4658 | 0.0444 | -4.5103 | 0.2725 | 0.2417 | 0.2419 |
Buy And Hold Return (%) | 9384.2647 | 9384.2647 | 9384.2647 | 9384.2647 | 9384.2647 | 9384.2647 |
Max Trade Drawdown | -10323705 | -87975 | -10302924 | -38309745 | -19167919 | -49517273 |
Profit Factor | 0.0497 | 1.5719 | 0.0242 | 1.5142 | 1.7578 | 1.3894 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 20 | 23 | 37 | 18 | 19 |
Losing Trades | 25 | 14 | 11 | 31 | 16 | 15 |
Profitability (%) | 63.2353 | 58.8235 | 67.6471 | 54.4118 | 52.9412 | 55.8824 |
Ratio Avg Win / Avg Loss | 0.0289 | 1.1004 | 0.0116 | 1.2686 | 1.5625 | 1.0969 |
Largest Winning Trade | 80870 | 80870 | 25042 | 39764994 | 13865458 | 39764994 |
Largest Losing Trade | -10085807 | -46313 | -10085807 | -32358356 | -4050932 | -32358356 |
Avg Bars in Trades | 94 | 99 | 89 | 94 | 99 | 89 |
Avg Bars in Winners | 60 | 63 | 59 | 93 | 105 | 82 |
Avg Bars in Losers | 151 | 151 | 152 | 95 | 92 | 98 |
Bars Traded | 6416 | 3380 | 3036 | 6416 | 3380 | 3036 |
Profit Streak | 124.5334 | 124.5334 | 248.5334 | 124.5334 | 124.5334 | 340.5334 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691108 | -295117 | -577108 | -102769 | 353182 | 273751 |
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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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