Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10877663.3998 | 230745.4971 | -11108408.8969 | 203976126.1546 | -15143101.2263 | 219119227.3809 |
Total P&L (%) | -10877.6634 | 230.7455 | -11108.4089 | 203976.1262 | -15143.1012 | 219119.2274 |
Avg Daily Profit (%) | -4.8206 | 0.1023 | -4.9228 | 0.3383 | 0 | 0.3415 |
Buy And Hold Return (%) | 9528.0741 | 9528.0741 | 9528.0741 | 9528.0741 | 9528.0741 | 9528.0741 |
Max Trade Drawdown | -11187834 | -111559 | -11248343 | -271513013 | -114218422 | -167191685 |
Profit Factor | 0.0713 | 2.0429 | 0.0334 | 1.3094 | 0.9534 | 1.6553 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 58 | 27 | 31 | 66 | 34 | 32 |
Losing Trades | 58 | 31 | 27 | 50 | 24 | 26 |
Profitability (%) | 50 | 46.5517 | 53.4483 | 56.8966 | 58.6207 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.0713 | 2.3455 | 0.0291 | 0.992 | 0.673 | 1.3449 |
Largest Winning Trade | 105627 | 105627 | 41440 | 237349705 | 33155479 | 237349705 |
Largest Losing Trade | -11134767 | -30010 | -11134767 | -64411524 | -50818748 | -64411524 |
Avg Bars in Trades | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Winners | 34 | 36 | 32 | 33 | 33 | 34 |
Avg Bars in Losers | 38 | 39 | 37 | 39 | 44 | 35 |
Bars Traded | 4236 | 2214 | 2021 | 4236 | 2214 | 2021 |
Profit Streak | 53.2404 | 87.2404 | 53.2404 | 53.2404 | 87.2404 | 53.2404 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579061 | -398390 | -759823 | 370959 | -758353 | -167550 |
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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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