Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9497318.2875 | -12938.8592 | -9484379.4283 | 86449389.4873 | 34773650.5217 | 51675738.9656 |
Total P&L (%) | -9497.3183 | -12.9389 | -9484.3794 | 86449.3895 | 34773.6505 | 51675.739 |
Avg Daily Profit (%) | -5.1162 | -0.007 | -5.1092 | 0.365 | 0.3159 | 0.3372 |
Buy And Hold Return (%) | 13153.7651 | 13153.7651 | 13153.7651 | 13153.7651 | 13153.7651 | 13153.7651 |
Max Trade Drawdown | -9586522 | -90517 | -9544809 | -27135305 | -4103105 | -30752166 |
Profit Factor | 0.033 | 0.9049 | 0.0208 | 2.1246 | 3.4474 | 1.8247 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 64 | 30 | 34 | 34 | 20 | 14 |
Losing Trades | 20 | 12 | 8 | 50 | 22 | 28 |
Profitability (%) | 76.1905 | 71.4286 | 80.9524 | 40.4762 | 47.619 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.0103 | 0.362 | 0.0049 | 3.1244 | 3.7921 | 3.6493 |
Largest Winning Trade | 20902 | 11495 | 20902 | 77296122 | 10959080 | 77296122 |
Largest Losing Trade | -9061817 | -55507 | -9061817 | -27135305 | -4103105 | -27135305 |
Avg Bars in Trades | 60 | 20 | 100 | 60 | 20 | 100 |
Avg Bars in Winners | 20 | 6 | 33 | 69 | 35 | 117 |
Avg Bars in Losers | 187 | 54 | 386 | 54 | 5 | 92 |
Bars Traded | 5068 | 841 | 4227 | 5068 | 841 | 4227 |
Profit Streak | 79.9826 | 151.3159 | 0 | 79.9826 | 151.3159 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576322 | -577104 | -576753 | 370157 | 437878 | 142148 |
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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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