Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10649353.504 | -16647.9636 | -10632705.5404 | 81359450.0243 | 50841036.8113 | 30518413.2131 |
Total P&L (%) | -10649.3535 | -16.648 | -10632.7055 | 81359.45 | 50841.0368 | 30518.4132 |
Avg Daily Profit (%) | -5.7239 | -0.0089 | -5.715 | 0.3609 | 0.3356 | 0.3081 |
Buy And Hold Return (%) | 9141.3845 | 9141.3845 | 9141.3845 | 9141.3845 | 9141.3845 | 9141.3845 |
Max Trade Drawdown | -10767022 | -90643 | -10708673 | -33953626 | -4669323 | -40672739 |
Profit Factor | 0.0312 | 0.8753 | 0.0208 | 1.9604 | 4.9269 | 1.4253 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 78 | 36 | 42 | 50 | 29 | 21 |
Losing Trades | 23 | 15 | 8 | 51 | 22 | 29 |
Profitability (%) | 77.2277 | 70.5882 | 84 | 49.505 | 56.8627 | 42 |
Ratio Avg Win / Avg Loss | 0.0092 | 0.3647 | 0.004 | 1.9997 | 3.7376 | 1.9682 |
Largest Winning Trade | 24944 | 15052 | 24944 | 54955279 | 17907471 | 54955279 |
Largest Losing Trade | -10177943 | -52985 | -10177943 | -18457079 | -2886181 | -18457079 |
Avg Bars in Trades | 67 | 15 | 119 | 67 | 15 | 119 |
Avg Bars in Winners | 23 | 5 | 40 | 57 | 23 | 103 |
Avg Bars in Losers | 214 | 41 | 539 | 77 | 5 | 131 |
Bars Traded | 6801 | 804 | 5997 | 6801 | 804 | 5997 |
Profit Streak | 84.21 | 183.96 | 0 | 84.21 | 183.96 | 0 |
Trades During Streak | 1 | 9 | 0 | 1 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576143 | -756367 | -756555 | 495769 | -161389 | -175054 |
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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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