Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11072525.7681 | 154178.7164 | -11226704.4845 | 40161392.9408 | -85814258.1327 | 125975651.0735 |
Total P&L (%) | -11072.5258 | 154.1787 | -11226.7045 | 40161.3929 | -85814.2581 | 125975.6511 |
Avg Daily Profit (%) | -4.8756 | 0.0679 | -4.9435 | 0.2645 | 0 | 0.3149 |
Buy And Hold Return (%) | 8684.8027 | 8684.8027 | 8684.8027 | 8684.8027 | 8684.8027 | 8684.8027 |
Max Trade Drawdown | -11230903 | -45726 | -11315436 | -249934565 | -105086735 | -160743367 |
Profit Factor | 0.0533 | 2.3259 | 0.0305 | 1.1076 | 0.4519 | 1.5815 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 26 | 24 | 40 | 21 | 19 |
Losing Trades | 30 | 14 | 16 | 40 | 19 | 21 |
Profitability (%) | 62.5 | 65 | 60 | 50 | 52.5 | 47.5 |
Ratio Avg Win / Avg Loss | 0.032 | 1.2524 | 0.0203 | 1.1076 | 0.4088 | 1.748 |
Largest Winning Trade | 50516 | 37406 | 50516 | 162462255 | 27906595 | 162462255 |
Largest Losing Trade | -11182106 | -35660 | -11182106 | -34104627 | -28142107 | -34104627 |
Avg Bars in Trades | 52 | 49 | 55 | 52 | 49 | 55 |
Avg Bars in Winners | 38 | 41 | 35 | 45 | 41 | 50 |
Avg Bars in Losers | 75 | 65 | 84 | 59 | 59 | 59 |
Bars Traded | 4198 | 1994 | 2204 | 4198 | 1994 | 2204 |
Profit Streak | 136.3471 | 136.3471 | 261.3471 | 136.3471 | 136.3471 | 461.8471 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601697 | -262203 | -578483 | -118046 | -579856 | 443815 |
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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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