Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10315366.3052 | -24679.5249 | -10290686.7803 | 79150189.9514 | 33053882.6847 | 46096307.2667 |
Total P&L (%) | -10315.3663 | -24.6795 | -10290.6868 | 79150.19 | 33053.8827 | 46096.3073 |
Avg Daily Profit (%) | -5.5261 | -0.0132 | -5.5129 | 0.3582 | 0.3114 | 0.3292 |
Buy And Hold Return (%) | 12198.0948 | 12198.0948 | 12198.0948 | 12198.0948 | 12198.0948 | 12198.0948 |
Max Trade Drawdown | -10389383 | -93587 | -10347644 | -23930315 | -6884034 | -30129863 |
Profit Factor | 0.0301 | 0.8275 | 0.0192 | 2.0667 | 3.0604 | 1.7926 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 62 | 29 | 33 | 32 | 19 | 13 |
Losing Trades | 17 | 11 | 6 | 47 | 21 | 26 |
Profitability (%) | 78.481 | 72.5 | 84.6154 | 40.5063 | 47.5 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.0082 | 0.3139 | 0.0035 | 3.0354 | 3.3826 | 3.5851 |
Largest Winning Trade | 20277 | 10791 | 20277 | 68557460 | 11840137 | 68557460 |
Largest Losing Trade | -9863508 | -55755 | -9863508 | -23930315 | -4844455 | -23930315 |
Avg Bars in Trades | 64 | 21 | 108 | 64 | 21 | 108 |
Avg Bars in Winners | 20 | 4 | 35 | 71 | 33 | 125 |
Avg Bars in Losers | 224 | 66 | 513 | 60 | 10 | 100 |
Bars Traded | 5106 | 861 | 4245 | 5106 | 861 | 4245 |
Profit Streak | 90.0793 | 161.4126 | 0 | 90.0793 | 161.4126 | 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 | -607527 | -576977 | -576419 | -21432 | 409650 | 131853 |
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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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