Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9119750.9242 | 24576.7248 | -9144327.6489 | 76868613.3437 | 6796872.2782 | 70071741.0655 |
Total P&L (%) | -9119.7509 | 24.5767 | -9144.3276 | 76868.6133 | 6796.8723 | 70071.7411 |
Avg Daily Profit (%) | -4.8808 | 0.0132 | -4.8939 | 0.3563 | 0.2268 | 0.3514 |
Buy And Hold Return (%) | 8529.9016 | 8529.9016 | 8529.9016 | 8529.9016 | 8529.9016 | 8529.9016 |
Max Trade Drawdown | -9254071 | -72755 | -9221638 | -44499165 | -13251482 | -39795001 |
Profit Factor | 0.0483 | 1.2039 | 0.0336 | 1.5313 | 1.2238 | 1.613 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 37 | 17 | 20 | 37 | 20 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 17 | 19 |
Profitability (%) | 50.6849 | 45.9459 | 55.5556 | 50.6849 | 54.0541 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.047 | 1.4164 | 0.0269 | 1.4899 | 1.0402 | 1.8027 |
Largest Winning Trade | 70258 | 70258 | 64453 | 114088002 | 10824331 | 114088002 |
Largest Losing Trade | -8543687 | -23649 | -8543687 | -31625659 | -6749023 | -31625659 |
Avg Bars in Trades | 93 | 7 | 181 | 93 | 7 | 181 |
Avg Bars in Winners | 58 | 6 | 102 | 68 | 6 | 141 |
Avg Bars in Losers | 129 | 7 | 281 | 118 | 7 | 217 |
Bars Traded | 6805 | 262 | 6543 | 6805 | 262 | 6543 |
Profit Streak | 94.762 | 193.762 | 0 | 94.762 | 193.762 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -656407 | -342253 | -580059 | -64758 | -156493 | 406882 |
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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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