Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9972253.6332 | -11210.8539 | -9961042.7793 | 116212459.0918 | 40233274.206 | 75979184.8858 |
Total P&L (%) | -9972.2536 | -11.2109 | -9961.0428 | 116212.4591 | 40233.2742 | 75979.1849 |
Avg Daily Profit (%) | -5.349 | -0.006 | -5.343 | 0.3793 | 0.3223 | 0.3565 |
Buy And Hold Return (%) | 12477.8776 | 12477.8776 | 12477.8776 | 12477.8776 | 12477.8776 | 12477.8776 |
Max Trade Drawdown | -10084567 | -82857 | -10035166 | -28487212 | -4869509 | -36887621 |
Profit Factor | 0.0286 | 0.9049 | 0.0184 | 2.8241 | 3.9831 | 2.5129 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 53 | 27 | 26 | 31 | 17 | 14 |
Losing Trades | 12 | 6 | 6 | 34 | 16 | 18 |
Profitability (%) | 81.5385 | 81.8182 | 81.25 | 47.6923 | 51.5152 | 43.75 |
Ratio Avg Win / Avg Loss | 0.0065 | 0.2011 | 0.0043 | 3.0974 | 3.7488 | 3.2309 |
Largest Winning Trade | 26632 | 11422 | 26632 | 88035981 | 13952136 | 88035981 |
Largest Losing Trade | -9531042 | -49251 | -9531042 | -15168372 | -3190613 | -15168372 |
Avg Bars in Trades | 75 | 17 | 134 | 75 | 17 | 134 |
Avg Bars in Winners | 18 | 6 | 30 | 76 | 27 | 136 |
Avg Bars in Losers | 325 | 68 | 582 | 73 | 6 | 132 |
Bars Traded | 4878 | 584 | 4294 | 4878 | 584 | 4294 |
Profit Streak | 187.4527 | 187.4527 | 205.786 | 187.4527 | 187.4527 | 205.786 |
Trades During Streak | 12 | 6 | 8 | 12 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -711151 | -575021 | -575312 | -120348 | 543908 | 452955 |
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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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