Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11182210.3074 | 21318.102 | -11203528.4094 | 214957253.0458 | 93929720.0018 | 121027533.044 |
Total P&L (%) | -11182.2103 | 21.3181 | -11203.5284 | 214957.253 | 93929.72 | 121027.533 |
Avg Daily Profit (%) | -6.0281 | 0.0115 | -6.0396 | 0.4145 | 0.3697 | 0.3835 |
Buy And Hold Return (%) | 6753.7657 | 6753.7657 | 6753.7657 | 6753.7657 | 6753.7657 | 6753.7657 |
Max Trade Drawdown | -11343582 | -86884 | -11293432 | -40063785 | -9084668 | -54342605 |
Profit Factor | 0.0362 | 1.1793 | 0.0244 | 3.2486 | 4.7815 | 2.7105 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 53 | 25 | 28 | 31 | 18 | 13 |
Losing Trades | 16 | 10 | 6 | 38 | 17 | 21 |
Profitability (%) | 76.8116 | 71.4286 | 82.3529 | 44.9275 | 51.4286 | 38.2353 |
Ratio Avg Win / Avg Loss | 0.0109 | 0.4717 | 0.0052 | 3.9821 | 4.5158 | 4.3784 |
Largest Winning Trade | 35430 | 21886 | 35430 | 93491604 | 24894415 | 93491604 |
Largest Losing Trade | -10814857 | -31843 | -10814857 | -17098846 | -9084668 | -17098846 |
Avg Bars in Trades | 94 | 14 | 176 | 94 | 14 | 176 |
Avg Bars in Winners | 38 | 5 | 69 | 85 | 22 | 172 |
Avg Bars in Losers | 277 | 38 | 677 | 101 | 6 | 178 |
Bars Traded | 6502 | 507 | 5995 | 6502 | 507 | 5995 |
Profit Streak | 180.6343 | 180.6343 | 196.8843 | 180.6343 | 180.6343 | 196.8843 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681918 | -364248 | -575265 | -90785 | 667708 | 417490 |
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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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