Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8695492.8431 | 182391.9438 | -8877884.7869 | 50113576.7483 | -16354510.8743 | 66468087.6226 |
Total P&L (%) | -8695.4928 | 182.3919 | -8877.8848 | 50113.5767 | -16354.5109 | 66468.0876 |
Avg Daily Profit (%) | -3.8391 | 0.0805 | -3.9196 | 0.2749 | 0 | 0.2874 |
Buy And Hold Return (%) | 9943.8431 | 9943.8431 | 9943.8431 | 9943.8431 | 9943.8431 | 9943.8431 |
Max Trade Drawdown | -8943224 | -14709 | -8998135 | -115188569 | -31248030 | -87703674 |
Profit Factor | 0.0573 | 10.1231 | 0.0354 | 1.3459 | 0.659 | 1.6859 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 53 | 27 | 26 | 25 | 12 | 13 |
Losing Trades | 8 | 4 | 4 | 36 | 19 | 17 |
Profitability (%) | 86.8852 | 87.0968 | 86.6667 | 40.9836 | 38.7097 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.0086 | 1.4997 | 0.0054 | 1.9382 | 1.0434 | 2.2047 |
Largest Winning Trade | 33975 | 33975 | 32156 | 105434347 | 13026336 | 105434347 |
Largest Losing Trade | -8943224 | -12352 | -8943224 | -16542371 | -6383262 | -16542371 |
Avg Bars in Trades | 68 | 4 | 135 | 68 | 4 | 135 |
Avg Bars in Winners | 26 | 3 | 50 | 85 | 5 | 159 |
Avg Bars in Losers | 348 | 11 | 686 | 57 | 3 | 116 |
Bars Traded | 4197 | 144 | 4053 | 4197 | 144 | 4053 |
Profit Streak | 184.9146 | 184.9146 | 225.4146 | 184.9146 | 184.9146 | 407.4146 |
Trades During Streak | 10 | 5 | 8 | 10 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -740673 | -237570 | -574810 | -159390 | -581852 | 380908 |
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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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