Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11031711.6254 | -831.0188 | -11030880.6065 | 130743780.3366 | 66167177.631 | 64576602.7056 |
Total P&L (%) | -11031.7116 | -0.831 | -11030.8806 | 130743.7803 | 66167.1776 | 64576.6027 |
Avg Daily Profit (%) | -5.912 | -0.0004 | -5.9115 | 0.3853 | 0.3487 | 0.3474 |
Buy And Hold Return (%) | 9660.4201 | 9660.4201 | 9660.4201 | 9660.4201 | 9660.4201 | 9660.4201 |
Max Trade Drawdown | -11144051 | -82496 | -11102685 | -37243516 | -5484629 | -46131988 |
Profit Factor | 0.0331 | 0.9938 | 0.0217 | 2.1745 | 3.7955 | 1.7368 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 68 | 33 | 35 | 38 | 21 | 17 |
Losing Trades | 15 | 9 | 6 | 45 | 21 | 24 |
Profitability (%) | 81.9277 | 78.5714 | 85.3659 | 45.7831 | 50 | 41.4634 |
Ratio Avg Win / Avg Loss | 0.0073 | 0.271 | 0.0037 | 2.5751 | 3.7955 | 2.4519 |
Largest Winning Trade | 23474 | 11422 | 23474 | 79404268 | 19965673 | 79404268 |
Largest Losing Trade | -10592340 | -53805 | -10592340 | -25595446 | -5484629 | -25595446 |
Avg Bars in Trades | 61 | 16 | 107 | 61 | 16 | 107 |
Avg Bars in Winners | 20 | 5 | 34 | 55 | 23 | 94 |
Avg Bars in Losers | 247 | 55 | 535 | 66 | 9 | 116 |
Bars Traded | 5104 | 698 | 4406 | 5104 | 698 | 4406 |
Profit Streak | 89.3905 | 162.7239 | 0 | 89.3905 | 162.7239 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577142 | -575787 | -576331 | 410400 | 626662 | 327454 |
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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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