Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10647443.9088 | -14928.5273 | -10632515.3815 | 83713278.047 | 48604994.8118 | 35108283.2352 |
Total P&L (%) | -10647.4439 | -14.9285 | -10632.5154 | 83713.278 | 48604.9948 | 35108.2832 |
Avg Daily Profit (%) | -5.7014 | -0.008 | -5.6934 | 0.3611 | 0.3319 | 0.3145 |
Buy And Hold Return (%) | 9744.4809 | 9744.4809 | 9744.4809 | 9744.4809 | 9744.4809 | 9744.4809 |
Max Trade Drawdown | -10752679 | -84165 | -10702208 | -27996441 | -3723539 | -36702322 |
Profit Factor | 0.031 | 0.8885 | 0.0205 | 2.0442 | 4.2238 | 1.5394 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 67 | 33 | 34 | 41 | 23 | 18 |
Losing Trades | 18 | 10 | 8 | 44 | 20 | 24 |
Profitability (%) | 78.8235 | 76.7442 | 80.9524 | 48.2353 | 53.4884 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0083 | 0.2692 | 0.0048 | 2.1938 | 3.6729 | 2.0525 |
Largest Winning Trade | 23040 | 12133 | 23040 | 53258481 | 14798395 | 53258481 |
Largest Losing Trade | -10177943 | -53109 | -10177943 | -17887199 | -3723539 | -17887199 |
Avg Bars in Trades | 80 | 20 | 140 | 80 | 20 | 140 |
Avg Bars in Winners | 27 | 8 | 46 | 69 | 31 | 119 |
Avg Bars in Losers | 274 | 62 | 539 | 89 | 8 | 157 |
Bars Traded | 6802 | 889 | 5913 | 6802 | 889 | 5913 |
Profit Streak | 91.0185 | 164.7685 | 0 | 91.0185 | 164.7685 | 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 | -575977 | -576016 | -576753 | 482390 | 604595 | 229116 |
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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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