Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8744247.8786 | -9482.0641 | -8734765.8146 | 81126016.0884 | 37005828.1696 | 44120187.9188 |
Total P&L (%) | -8744.2479 | -9.4821 | -8734.7658 | 81126.0161 | 37005.8282 | 44120.1879 |
Avg Daily Profit (%) | -4.7075 | -0.0051 | -4.7024 | 0.3613 | 0.319 | 0.3285 |
Buy And Hold Return (%) | 10022.9896 | 10022.9896 | 10022.9896 | 10022.9896 | 10022.9896 | 10022.9896 |
Max Trade Drawdown | -8831062 | -89245 | -8772471 | -29379172 | -5080034 | -29379172 |
Profit Factor | 0.0332 | 0.9304 | 0.0195 | 2.2233 | 3.9445 | 1.8209 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 59 | 28 | 31 | 35 | 21 | 14 |
Losing Trades | 18 | 11 | 7 | 42 | 18 | 24 |
Profitability (%) | 76.6234 | 71.7949 | 81.5789 | 45.4545 | 53.8462 | 36.8421 |
Ratio Avg Win / Avg Loss | 0.0101 | 0.3655 | 0.0044 | 2.668 | 3.381 | 3.1215 |
Largest Winning Trade | 20014 | 20014 | 13475 | 63209075 | 12885070 | 63209075 |
Largest Losing Trade | -8291278 | -46226 | -8291278 | -29379172 | -2869990 | -29379172 |
Avg Bars in Trades | 43 | 18 | 68 | 43 | 18 | 68 |
Avg Bars in Winners | 9 | 6 | 12 | 50 | 28 | 85 |
Avg Bars in Losers | 153 | 49 | 316 | 36 | 7 | 58 |
Bars Traded | 3316 | 718 | 2597 | 3316 | 718 | 2597 |
Profit Streak | 81.4333 | 151.9333 | 0 | 81.4333 | 151.9333 | 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 | -622768 | -576690 | -576722 | -33839 | 552253 | 202375 |
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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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