Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10999520.8304 | 11687.5818 | -11011208.4122 | 182040375.4684 | 83286688.7311 | 98753686.7373 |
Total P&L (%) | -10999.5208 | 11.6876 | -11011.2084 | 182040.3755 | 83286.6887 | 98753.6867 |
Avg Daily Profit (%) | -5.9095 | 0.0063 | -5.9158 | 0.4041 | 0.362 | 0.3712 |
Buy And Hold Return (%) | 9844.3322 | 9844.3322 | 9844.3322 | 9844.3322 | 9844.3322 | 9844.3322 |
Max Trade Drawdown | -11133035 | -70614 | -11096530 | -51384985 | -9756466 | -60187892 |
Profit Factor | 0.036 | 1.086 | 0.0233 | 2.2052 | 3.6784 | 1.8233 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 80 | 39 | 41 | 40 | 22 | 18 |
Losing Trades | 15 | 9 | 6 | 55 | 26 | 29 |
Profitability (%) | 84.2105 | 81.25 | 87.234 | 42.1053 | 45.8333 | 38.2979 |
Ratio Avg Win / Avg Loss | 0.0067 | 0.2506 | 0.0034 | 3.0321 | 4.3472 | 2.9375 |
Largest Winning Trade | 20277 | 10791 | 20277 | 116510197 | 23768560 | 116510197 |
Largest Losing Trade | -10592340 | -53575 | -10592340 | -37556300 | -8843456 | -37556300 |
Avg Bars in Trades | 53 | 15 | 93 | 53 | 15 | 93 |
Avg Bars in Winners | 17 | 4 | 28 | 52 | 23 | 89 |
Avg Bars in Losers | 249 | 59 | 535 | 54 | 8 | 96 |
Bars Traded | 5120 | 724 | 4396 | 5120 | 724 | 4396 |
Profit Streak | 84.7468 | 157.0801 | 0 | 84.7468 | 157.0801 | 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 | -575390 | -472867 | -576104 | 421916 | 560551 | 305651 |
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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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