Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10324983.6185 | -24352.8025 | -10300630.816 | 72068361.0735 | 31303256.3317 | 40765104.7418 |
Total P&L (%) | -10324.9836 | -24.3528 | -10300.6308 | 72068.3611 | 31303.2563 | 40765.1047 |
Avg Daily Profit (%) | -5.5481 | -0.0131 | -5.535 | 0.3543 | 0.3094 | 0.3236 |
Buy And Hold Return (%) | 13021.1139 | 13021.1139 | 13021.1139 | 13021.1139 | 13021.1139 | 13021.1139 |
Max Trade Drawdown | -10397872 | -93536 | -10352400 | -22626508 | -3421334 | -28712212 |
Profit Factor | 0.0283 | 0.8195 | 0.0181 | 2.0753 | 3.619 | 1.7402 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 61 | 29 | 32 | 29 | 17 | 12 |
Losing Trades | 15 | 9 | 6 | 47 | 21 | 26 |
Profitability (%) | 80.2632 | 76.3158 | 84.2105 | 38.1579 | 44.7368 | 31.5789 |
Ratio Avg Win / Avg Loss | 0.007 | 0.2543 | 0.0034 | 3.3634 | 4.4706 | 3.7705 |
Largest Winning Trade | 20277 | 10423 | 20277 | 64452614 | 10055814 | 64452614 |
Largest Losing Trade | -9863508 | -55507 | -9863508 | -22626508 | -3421334 | -22626508 |
Avg Bars in Trades | 66 | 21 | 111 | 66 | 21 | 111 |
Avg Bars in Winners | 22 | 7 | 36 | 79 | 39 | 136 |
Avg Bars in Losers | 246 | 68 | 514 | 58 | 7 | 100 |
Bars Traded | 5069 | 826 | 4243 | 5069 | 826 | 4243 |
Profit Streak | 84.4425 | 155.7759 | 0 | 84.4425 | 155.7759 | 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 | -629805 | -576499 | -576466 | -45499 | 373681 | 80912 |
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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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