Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9030729.6343 | 154673.9193 | -9185403.5536 | 69299615.5583 | -33032594.1885 | 102332209.7467 |
Total P&L (%) | -9030.7296 | 154.6739 | -9185.4036 | 69299.6156 | -33032.5942 | 102332.2097 |
Avg Daily Profit (%) | -3.98 | 0.0682 | -4.0482 | 0.2888 | 0 | 0.306 |
Buy And Hold Return (%) | 10231.1696 | 10231.1696 | 10231.1696 | 10231.1696 | 10231.1696 | 10231.1696 |
Max Trade Drawdown | -9151434 | -63837 | -9223864 | -103033417 | -74445469 | -83925824 |
Profit Factor | 0.0591 | 1.9433 | 0.0263 | 1.2907 | 0.7549 | 1.9877 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 64 | 32 | 32 | 36 | 19 | 17 |
Losing Trades | 25 | 13 | 12 | 53 | 26 | 27 |
Profitability (%) | 71.9101 | 71.1111 | 72.7273 | 40.4494 | 42.2222 | 38.6364 |
Ratio Avg Win / Avg Loss | 0.0231 | 0.7895 | 0.0099 | 1.9002 | 1.033 | 3.157 |
Largest Winning Trade | 46669 | 46669 | 40539 | 127300756 | 22082453 | 127300756 |
Largest Losing Trade | -9151434 | -45497 | -9151434 | -33640033 | -33640033 | -15841719 |
Avg Bars in Trades | 46 | 49 | 43 | 46 | 49 | 43 |
Avg Bars in Winners | 26 | 30 | 21 | 59 | 62 | 57 |
Avg Bars in Losers | 98 | 96 | 100 | 37 | 40 | 34 |
Bars Traded | 4132 | 2230 | 1902 | 4132 | 2230 | 1902 |
Profit Streak | 134.803 | 134.803 | 248.803 | 134.803 | 134.803 | 248.803 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576462 | -263408 | -576802 | 261618 | -581500 | 335902 |
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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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