Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11232097.7037 | 265983.578 | -11498081.2817 | 178942086.6298 | 11402086.2395 | 167540000.3903 |
Total P&L (%) | -11232.0977 | 265.9836 | -11498.0813 | 178942.0866 | 11402.0862 | 167540.0004 |
Avg Daily Profit (%) | -4.9667 | 0.1176 | -5.0843 | 0.3318 | 0.21 | 0.3288 |
Buy And Hold Return (%) | 11027.1546 | 11027.1546 | 11027.1546 | 11027.1546 | 11027.1546 | 11027.1546 |
Max Trade Drawdown | -11611637 | -75277 | -11654524 | -223332495 | -120953684 | -199945449 |
Profit Factor | 0.0775 | 2.0443 | 0.0355 | 1.2253 | 1.0299 | 1.4054 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 80 | 38 | 42 | 76 | 40 | 36 |
Losing Trades | 54 | 29 | 25 | 58 | 27 | 31 |
Profitability (%) | 59.7015 | 56.7164 | 62.6866 | 56.7164 | 59.7015 | 53.7313 |
Ratio Avg Win / Avg Loss | 0.0523 | 1.5601 | 0.0211 | 0.9351 | 0.6952 | 1.2102 |
Largest Winning Trade | 104927 | 104927 | 32904 | 181550435 | 28121288 | 181550435 |
Largest Losing Trade | -11558793 | -49443 | -11558793 | -84807588 | -55517954 | -84807588 |
Avg Bars in Trades | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Winners | 27 | 31 | 23 | 28 | 29 | 27 |
Avg Bars in Losers | 40 | 36 | 45 | 37 | 40 | 35 |
Bars Traded | 4361 | 2255 | 2106 | 4361 | 2255 | 2106 |
Profit Streak | 5.3009 | 92.3009 | 0 | 5.3009 | 92.3009 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578454 | -312287 | -695813 | 326196 | -450354 | -106329 |
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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) |
---|