Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8420459.1572 | 224745.3134 | -8645204.4706 | 208347202.7364 | -96928034.8314 | 305275237.5678 |
Total P&L (%) | -8420.4592 | 224.7453 | -8645.2045 | 208347.2027 | -96928.0348 | 305275.2376 |
Avg Daily Profit (%) | -3.7127 | 0.0991 | -3.8118 | 0.3375 | 0 | 0.3544 |
Buy And Hold Return (%) | 11386.3974 | 11386.3974 | 11386.3974 | 11386.3974 | 11386.3974 | 11386.3974 |
Max Trade Drawdown | -8646260 | -58991 | -8731395 | -251136663 | -192366018 | -143031984 |
Profit Factor | 0.0731 | 2.5791 | 0.0332 | 1.4137 | 0.6756 | 2.4904 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 20 | 19 | 35 | 18 | 17 |
Losing Trades | 29 | 14 | 15 | 33 | 16 | 17 |
Profitability (%) | 57.3529 | 58.8235 | 55.8824 | 51.4706 | 52.9412 | 50 |
Ratio Avg Win / Avg Loss | 0.0544 | 1.8054 | 0.0262 | 1.3329 | 0.6005 | 2.4904 |
Largest Winning Trade | 101253 | 101253 | 40979 | 322393024 | 77048705 | 322393024 |
Largest Losing Trade | -8636388 | -33987 | -8636388 | -71744366 | -71744366 | -37206880 |
Avg Bars in Trades | 62 | 63 | 60 | 62 | 63 | 60 |
Avg Bars in Winners | 48 | 63 | 32 | 56 | 57 | 55 |
Avg Bars in Losers | 81 | 64 | 96 | 67 | 70 | 65 |
Bars Traded | 4225 | 2163 | 2062 | 4225 | 2163 | 2062 |
Profit Streak | 56.0083 | 131.5083 | 0 | 56.0083 | 131.5083 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692763 | -219063 | -580032 | -102755 | -579062 | 507130 |
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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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