Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7022470.2383 | 102787.9651 | -7125258.2033 | 44197136.1098 | 2717191.2992 | 41479944.8106 |
Total P&L (%) | -7022.4702 | 102.788 | -7125.2582 | 44197.1361 | 2717.1913 | 41479.9448 |
Avg Daily Profit (%) | -3.1107 | 0.0455 | -3.1563 | 0.2703 | 0.148 | 0.2675 |
Buy And Hold Return (%) | 8441.5098 | 8441.5098 | 8441.5098 | 8441.5098 | 8441.5098 | 8441.5098 |
Max Trade Drawdown | -7214869 | -23204 | -7275392 | -25837853 | -6444284 | -22389802 |
Profit Factor | 0.0748 | 3.0014 | 0.0548 | 1.9689 | 1.2197 | 2.2475 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 57 | 29 | 28 | 39 | 19 | 20 |
Losing Trades | 22 | 11 | 11 | 40 | 21 | 19 |
Profitability (%) | 72.1519 | 72.5 | 71.7949 | 49.3671 | 47.5 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.0289 | 1.1385 | 0.0215 | 2.0194 | 1.3481 | 2.1351 |
Largest Winning Trade | 31532 | 22498 | 31532 | 25389206 | 3435808 | 25389206 |
Largest Losing Trade | -7002753 | -13399 | -7002753 | -4843669 | -1898640 | -4843669 |
Avg Bars in Trades | 52 | 2 | 102 | 52 | 2 | 102 |
Avg Bars in Winners | 25 | 1 | 49 | 62 | 3 | 117 |
Avg Bars in Losers | 121 | 5 | 238 | 42 | 2 | 86 |
Bars Traded | 4124 | 119 | 4005 | 4124 | 119 | 4005 |
Profit Streak | 261.6494 | 261.6494 | 263.6494 | 261.6494 | 261.6494 | 399.6494 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -607397 | -288634 | -576536 | -18812 | -160529 | 470377 |
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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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