Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11605988.9507 | 28296.6666 | -11634285.6172 | 159240349.5913 | 65529339.8019 | 93711009.7895 |
Total P&L (%) | -11605.989 | 28.2967 | -11634.2856 | 159240.3496 | 65529.3398 | 93711.0098 |
Avg Daily Profit (%) | -6.2381 | 0.0152 | -6.2533 | 0.3971 | 0.3493 | 0.3685 |
Buy And Hold Return (%) | 7975.1297 | 7975.1297 | 7975.1297 | 7975.1297 | 7975.1297 | 7975.1297 |
Max Trade Drawdown | -11712119 | -92579 | -11699742 | -31016328 | -13711935 | -37467926 |
Profit Factor | 0.0395 | 1.1901 | 0.0252 | 2.2568 | 3.5322 | 1.9295 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 41 | 20 | 21 | 27 | 16 | 11 |
Losing Trades | 20 | 11 | 9 | 34 | 15 | 19 |
Profitability (%) | 67.2131 | 64.5161 | 70 | 44.2623 | 51.6129 | 36.6667 |
Ratio Avg Win / Avg Loss | 0.0193 | 0.6546 | 0.0108 | 2.8419 | 3.3114 | 3.3327 |
Largest Winning Trade | 34867 | 29418 | 34867 | 101304137 | 25817460 | 101304137 |
Largest Losing Trade | -11202370 | -44001 | -11202370 | -30111808 | -7624056 | -30111808 |
Avg Bars in Trades | 112 | 22 | 204 | 112 | 22 | 204 |
Avg Bars in Winners | 57 | 17 | 94 | 96 | 23 | 203 |
Avg Bars in Losers | 224 | 30 | 462 | 124 | 21 | 205 |
Bars Traded | 6834 | 695 | 6139 | 6834 | 695 | 6139 |
Profit Streak | 84.7588 | 195.0088 | 0 | 84.7588 | 195.0088 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743988 | -347908 | -578232 | -153654 | 642195 | 284744 |
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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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