Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9107416.4216 | 10136.2964 | -9117552.718 | 150841281.7881 | 66101608.9344 | 84739672.8536 |
Total P&L (%) | -9107.4164 | 10.1363 | -9117.5527 | 150841.2818 | 66101.6089 | 84739.6729 |
Avg Daily Profit (%) | -4.8873 | 0.0054 | -4.8927 | 0.3936 | 0.3492 | 0.3625 |
Buy And Hold Return (%) | 16755.1439 | 16755.1439 | 16755.1439 | 16755.1439 | 16755.1439 | 16755.1439 |
Max Trade Drawdown | -9244260 | -85394 | -9194107 | -50864766 | -7191392 | -50864766 |
Profit Factor | 0.0379 | 1.0788 | 0.0236 | 2.4197 | 4.5129 | 1.9692 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 57 | 27 | 30 | 31 | 18 | 13 |
Losing Trades | 15 | 9 | 6 | 41 | 18 | 23 |
Profitability (%) | 79.1667 | 75 | 83.3333 | 43.0556 | 50 | 36.1111 |
Ratio Avg Win / Avg Loss | 0.01 | 0.3596 | 0.0047 | 3.2002 | 4.5129 | 3.4839 |
Largest Winning Trade | 31902 | 20014 | 31902 | 106273360 | 21663657 | 106273360 |
Largest Losing Trade | -8721828 | -50843 | -8721828 | -50864766 | -5735110 | -50864766 |
Avg Bars in Trades | 46 | 18 | 75 | 46 | 18 | 75 |
Avg Bars in Winners | 14 | 5 | 22 | 50 | 28 | 82 |
Avg Bars in Losers | 171 | 58 | 341 | 43 | 8 | 71 |
Bars Traded | 3379 | 669 | 2710 | 3379 | 669 | 2710 |
Profit Streak | 87.3787 | 157.8787 | 0 | 87.3787 | 157.8787 | 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 | -659938 | -482756 | -576567 | -71617 | 551945 | 232893 |
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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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