Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5602715.9425 | 252345.1123 | -5855061.0549 | 61385576.1025 | -53753194.4797 | 115138770.5822 |
Total P&L (%) | -5602.7159 | 252.3451 | -5855.0611 | 61385.5761 | -53753.1945 | 115138.7706 |
Avg Daily Profit (%) | -2.4725 | 0.1114 | -2.5839 | 0.2838 | 0 | 0.3116 |
Buy And Hold Return (%) | 10014.7727 | 10014.7727 | 10014.7727 | 10014.7727 | 10014.7727 | 10014.7727 |
Max Trade Drawdown | -5866811 | -93039 | -5965878 | -120885614 | -77823287 | -79117954 |
Profit Factor | 0.1197 | 2.4144 | 0.0535 | 1.1976 | 0.6749 | 1.7928 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 54 | 25 | 29 | 52 | 27 | 25 |
Losing Trades | 42 | 23 | 19 | 44 | 21 | 23 |
Profitability (%) | 56.25 | 52.0833 | 60.4167 | 54.1667 | 56.25 | 52.0833 |
Ratio Avg Win / Avg Loss | 0.0931 | 2.2213 | 0.0351 | 1.0134 | 0.5249 | 1.6494 |
Largest Winning Trade | 73968 | 73968 | 39623 | 126165391 | 19200617 | 126165391 |
Largest Losing Trade | -5866811 | -35172 | -5866811 | -36933927 | -36933927 | -31932833 |
Avg Bars in Trades | 43 | 46 | 41 | 43 | 46 | 41 |
Avg Bars in Winners | 34 | 35 | 33 | 45 | 47 | 43 |
Avg Bars in Losers | 56 | 58 | 54 | 42 | 44 | 40 |
Bars Traded | 4211 | 2211 | 2000 | 4211 | 2211 | 2000 |
Profit Streak | 62.9098 | 96.9098 | 62.9098 | 62.9098 | 96.9098 | 62.9098 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578323 | -203786 | -578779 | 260764 | -578521 | 479159 |
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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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