Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3299943.6575 | 15219.1442 | -3315162.8018 | 114295953.5786 | 28149870.2626 | 86146083.3159 |
Total P&L (%) | -3299.9437 | 15.2191 | -3315.1628 | 114295.9536 | 28149.8703 | 86146.0833 |
Avg Daily Profit (%) | -1.7769 | 0.0082 | -1.7851 | 0.3799 | 0.3043 | 0.3646 |
Buy And Hold Return (%) | 6417.1234 | 6417.1234 | 6417.1234 | 6417.1234 | 6417.1234 | 6417.1234 |
Max Trade Drawdown | -3402220 | -34233 | -3391454 | -98080388 | -19934672 | -93816162 |
Profit Factor | 0.1399 | 1.2284 | 0.1206 | 1.3528 | 1.9238 | 1.2935 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 55 | 28 | 27 | 57 | 29 | 28 |
Losing Trades | 32 | 16 | 16 | 30 | 15 | 15 |
Profitability (%) | 63.2184 | 63.6364 | 62.7907 | 65.5172 | 65.9091 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.0814 | 0.7019 | 0.0715 | 0.712 | 0.9951 | 0.693 |
Largest Winning Trade | 36539 | 7664 | 36539 | 125674304 | 9004569 | 125674304 |
Largest Losing Trade | -2101528 | -21956 | -2101528 | -90969424 | -15094456 | -90969424 |
Avg Bars in Trades | 117 | 3 | 233 | 117 | 3 | 233 |
Avg Bars in Winners | 38 | 2 | 75 | 95 | 2 | 191 |
Avg Bars in Losers | 252 | 5 | 500 | 158 | 4 | 312 |
Bars Traded | 10186 | 139 | 10047 | 10186 | 139 | 10047 |
Profit Streak | 103.2222 | 402.5555 | 0 | 103.2222 | 402.5555 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577993 | -346139 | -579069 | 410318 | 423328 | 353986 |
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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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