Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11051632.4584 | -20047.1852 | -11031585.2733 | 70118457.1939 | 51733989.4193 | 18384467.7746 |
Total P&L (%) | -11051.6325 | -20.0472 | -11031.5853 | 70118.4572 | 51733.9894 | 18384.4678 |
Avg Daily Profit (%) | -5.9274 | -0.0108 | -5.9166 | 0.3521 | 0.3358 | 0.2803 |
Buy And Hold Return (%) | 8282.7156 | 8282.7156 | 8282.7156 | 8282.7156 | 8282.7156 | 8282.7156 |
Max Trade Drawdown | -11168105 | -101310 | -11107006 | -39295548 | -4965261 | -45712507 |
Profit Factor | 0.0309 | 0.8598 | 0.0204 | 1.8588 | 4.6911 | 1.2718 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 59 | 29 | 30 | 33 | 19 | 14 |
Losing Trades | 16 | 9 | 7 | 42 | 19 | 23 |
Profitability (%) | 78.6667 | 76.3158 | 81.0811 | 44 | 50 | 37.8378 |
Ratio Avg Win / Avg Loss | 0.0084 | 0.2668 | 0.0048 | 2.3657 | 4.6911 | 2.0894 |
Largest Winning Trade | 24944 | 15052 | 24944 | 45647402 | 22118151 | 45647402 |
Largest Losing Trade | -10571439 | -56503 | -10571439 | -15943030 | -2369861 | -15943030 |
Avg Bars in Trades | 90 | 18 | 165 | 90 | 18 | 165 |
Avg Bars in Winners | 32 | 5 | 59 | 84 | 30 | 157 |
Avg Bars in Losers | 304 | 60 | 618 | 95 | 6 | 169 |
Bars Traded | 6801 | 695 | 6105 | 6801 | 695 | 6105 |
Profit Streak | 87.9074 | 187.9074 | 0 | 87.9074 | 187.9074 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637503 | -575664 | -576778 | -50186 | 646798 | -401 |
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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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