Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10211265.1356 | 80897.7564 | -10292162.8921 | 61835590.4013 | 11085878.7992 | 50749711.6021 |
Total P&L (%) | -10211.2651 | 80.8978 | -10292.1629 | 61835.5904 | 11085.8788 | 50749.7116 |
Avg Daily Profit (%) | -4.4954 | 0.0356 | -4.531 | 0.2834 | 0.2079 | 0.2747 |
Buy And Hold Return (%) | 8117.6006 | 8117.6006 | 8117.6006 | 8117.6006 | 8117.6006 | 8117.6006 |
Max Trade Drawdown | -10390891 | -44792 | -10432379 | -28718989 | -9240544 | -23929274 |
Profit Factor | 0.0604 | 1.7713 | 0.0437 | 1.9777 | 1.5487 | 2.1792 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 102 | 51 | 51 | 64 | 32 | 32 |
Losing Trades | 33 | 17 | 16 | 71 | 36 | 35 |
Profitability (%) | 75.5556 | 75 | 76.1194 | 47.4074 | 47.0588 | 47.7612 |
Ratio Avg Win / Avg Loss | 0.0195 | 0.5904 | 0.0137 | 2.1941 | 1.7423 | 2.3835 |
Largest Winning Trade | 26544 | 17096 | 26544 | 34257423 | 6417199 | 34257423 |
Largest Losing Trade | -10190743 | -23885 | -10190743 | -5554945 | -3238645 | -5554945 |
Avg Bars in Trades | 31 | 4 | 59 | 31 | 4 | 59 |
Avg Bars in Winners | 16 | 3 | 30 | 34 | 4 | 65 |
Avg Bars in Losers | 77 | 8 | 150 | 29 | 4 | 53 |
Bars Traded | 4278 | 307 | 3971 | 4278 | 307 | 3971 |
Profit Streak | 109.4722 | 226.4722 | 109.4722 | 109.4722 | 226.4722 | 109.4722 |
Trades During Streak | 3 | 9 | 1 | 3 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575476 | -414678 | -693510 | 475595 | -150020 | -104943 |
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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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