Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9497564.6341 | 184928.5776 | -9682493.2117 | 86017400.2333 | 4045041.3543 | 81972358.8791 |
Total P&L (%) | -9497.5646 | 184.9286 | -9682.4932 | 86017.4002 | 4045.0414 | 81972.3589 |
Avg Daily Profit (%) | -4.1932 | 0.0816 | -4.2748 | 0.2988 | 0.1646 | 0.2967 |
Buy And Hold Return (%) | 10872.3825 | 10872.3825 | 10872.3825 | 10872.3825 | 10872.3825 | 10872.3825 |
Max Trade Drawdown | -9784987 | -96982 | -9805361 | -200203037 | -71338088 | -135229482 |
Profit Factor | 0.0729 | 1.9166 | 0.0359 | 1.2017 | 1.0216 | 1.3422 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 59 | 31 | 28 | 61 | 29 | 32 |
Losing Trades | 49 | 23 | 26 | 47 | 25 | 22 |
Profitability (%) | 54.6296 | 57.4074 | 51.8519 | 56.4815 | 53.7037 | 59.2593 |
Ratio Avg Win / Avg Loss | 0.0606 | 1.422 | 0.0333 | 0.9259 | 0.8807 | 0.9227 |
Largest Winning Trade | 61489 | 61489 | 45228 | 124177704 | 24895103 | 124177704 |
Largest Losing Trade | -9680339 | -30875 | -9680339 | -57531505 | -34879679 | -57531505 |
Avg Bars in Trades | 39 | 40 | 37 | 39 | 40 | 37 |
Avg Bars in Winners | 32 | 34 | 30 | 42 | 47 | 38 |
Avg Bars in Losers | 47 | 48 | 45 | 34 | 33 | 36 |
Bars Traded | 4239 | 2189 | 2050 | 4239 | 2189 | 2050 |
Profit Streak | 126.8972 | 126.8972 | 245.3972 | 126.8972 | 126.8972 | 344.8972 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578505 | -425330 | -759239 | 331609 | -535041 | -169932 |
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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) |
---|