Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9322995.3282 | 226458.4902 | -9549453.8184 | 137850137.3394 | -9692342.322 | 147542479.6613 |
Total P&L (%) | -9322.9953 | 226.4585 | -9549.4538 | 137850.1373 | -9692.3423 | 147542.4797 |
Avg Daily Profit (%) | -4.1225 | 0.1001 | -4.2226 | 0.3202 | 0 | 0.3232 |
Buy And Hold Return (%) | 11037.4758 | 11037.4758 | 11037.4758 | 11037.4758 | 11037.4758 | 11037.4758 |
Max Trade Drawdown | -9647369 | -110929 | -9685871 | -160395720 | -94601822 | -111757543 |
Profit Factor | 0.0765 | 2.0768 | 0.0339 | 1.3161 | 0.954 | 1.6546 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 55 | 27 | 28 | 59 | 28 | 31 |
Losing Trades | 51 | 26 | 25 | 47 | 25 | 22 |
Profitability (%) | 51.8868 | 50.9434 | 52.8302 | 55.6604 | 52.8302 | 58.4906 |
Ratio Avg Win / Avg Loss | 0.0709 | 1.9999 | 0.0303 | 1.0484 | 0.8518 | 1.1742 |
Largest Winning Trade | 105752 | 105752 | 41440 | 185089124 | 21011740 | 185089124 |
Largest Losing Trade | -9551617 | -30730 | -9551617 | -66682052 | -38496503 | -66682052 |
Avg Bars in Trades | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Winners | 33 | 33 | 34 | 40 | 44 | 35 |
Avg Bars in Losers | 47 | 51 | 44 | 41 | 39 | 43 |
Bars Traded | 4301 | 2234 | 2067 | 4301 | 2234 | 2067 |
Profit Streak | 5.2174 | 37.7174 | 0 | 5.2174 | 37.7174 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579539 | -400508 | -760466 | 395118 | -759921 | -167841 |
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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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