Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10286562.3526 | 131415.3557 | -10417977.7083 | 55328552.7991 | -12830127.4437 | 68158680.2429 |
Total P&L (%) | -10286.5624 | 131.4154 | -10417.9777 | 55328.5528 | -12830.1274 | 68158.6802 |
Avg Daily Profit (%) | -4.4871 | 0.0573 | -4.5444 | 0.276 | 0 | 0.2851 |
Buy And Hold Return (%) | 9424.9878 | 9424.9878 | 9424.9878 | 9424.9878 | 9424.9878 | 9424.9878 |
Max Trade Drawdown | -10467543 | -70596 | -10498299 | -59634156 | -38490722 | -39779296 |
Profit Factor | 0.0554 | 1.706 | 0.0267 | 1.4451 | 0.8143 | 2.2344 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 77 | 38 | 39 | 35 | 19 | 16 |
Losing Trades | 16 | 8 | 8 | 58 | 27 | 31 |
Profitability (%) | 82.7957 | 82.6087 | 82.9787 | 37.6344 | 41.3043 | 34.0426 |
Ratio Avg Win / Avg Loss | 0.0115 | 0.3592 | 0.0055 | 2.3947 | 1.1572 | 4.3292 |
Largest Winning Trade | 32183 | 32183 | 29291 | 64268929 | 11865128 | 64268929 |
Largest Losing Trade | -10409152 | -48409 | -10409152 | -14029574 | -14029574 | -7955263 |
Avg Bars in Trades | 47 | 59 | 35 | 47 | 59 | 35 |
Avg Bars in Winners | 23 | 29 | 17 | 58 | 67 | 48 |
Avg Bars in Losers | 161 | 201 | 121 | 39 | 52 | 28 |
Bars Traded | 4371 | 2716 | 1654 | 4371 | 2716 | 1654 |
Profit Streak | 18.0858 | 158.0858 | 18.0858 | 18.0858 | 158.0858 | 18.0858 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574478 | -275980 | -575043 | 254430 | -580919 | 301245 |
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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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