Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3149856.8635 | 40267.6813 | -3190124.5448 | 187019324.8701 | 56482541.2171 | 130536783.653 |
Total P&L (%) | -3149.8569 | 40.2677 | -3190.1245 | 187019.3249 | 56482.5412 | 130536.7837 |
Avg Daily Profit (%) | -1.6931 | 0.0216 | -1.7147 | 0.4058 | 0.3413 | 0.3864 |
Buy And Hold Return (%) | 7481.8979 | 7481.8979 | 7481.8979 | 7481.8979 | 7481.8979 | 7481.8979 |
Max Trade Drawdown | -3252059 | -23697 | -3259366 | -194626644 | -24020912 | -189429549 |
Profit Factor | 0.157 | 1.5057 | 0.1276 | 1.3208 | 1.8798 | 1.2517 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 71 | 34 | 37 | 71 | 35 | 36 |
Losing Trades | 28 | 16 | 12 | 28 | 15 | 13 |
Profitability (%) | 71.7172 | 68 | 75.5102 | 71.7172 | 70 | 73.4694 |
Ratio Avg Win / Avg Loss | 0.0619 | 0.7086 | 0.0414 | 0.5209 | 0.8056 | 0.452 |
Largest Winning Trade | 36687 | 15902 | 36687 | 233166860 | 15696798 | 233166860 |
Largest Losing Trade | -2001952 | -23697 | -2001952 | -184473647 | -24020912 | -184473647 |
Avg Bars in Trades | 213 | 6 | 424 | 213 | 6 | 424 |
Avg Bars in Winners | 86 | 3 | 161 | 172 | 4 | 335 |
Avg Bars in Losers | 536 | 13 | 1233 | 316 | 11 | 668 |
Bars Traded | 21127 | 345 | 20782 | 21127 | 345 | 20782 |
Profit Streak | 43.1522 | 160.5688 | 0 | 43.1522 | 160.5688 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576868 | -506530 | -577374 | 441011 | -166183 | 392087 |
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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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