Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9173697.6809 | -10130.567 | -9163567.1139 | 84449549.4983 | 39237557.1586 | 45211992.3397 |
Total P&L (%) | -9173.6977 | -10.1306 | -9163.5671 | 84449.5495 | 39237.5572 | 45211.9923 |
Avg Daily Profit (%) | -4.9334 | -0.0054 | -4.928 | 0.3631 | 0.3218 | 0.3295 |
Buy And Hold Return (%) | 12613.0808 | 12613.0808 | 12613.0808 | 12613.0808 | 12613.0808 | 12613.0808 |
Max Trade Drawdown | -9263035 | -88549 | -9204709 | -26082508 | -3114067 | -26082508 |
Profit Factor | 0.0315 | 0.9233 | 0.0188 | 2.4237 | 4.995 | 1.9135 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 55 | 26 | 29 | 31 | 20 | 11 |
Losing Trades | 18 | 11 | 7 | 42 | 17 | 25 |
Profitability (%) | 75.3425 | 70.2703 | 80.5556 | 42.4658 | 54.0541 | 30.5556 |
Ratio Avg Win / Avg Loss | 0.0103 | 0.3906 | 0.0045 | 3.2837 | 4.2458 | 4.3488 |
Largest Winning Trade | 20277 | 20014 | 20277 | 57619980 | 11108721 | 57619980 |
Largest Losing Trade | -8721828 | -48612 | -8721828 | -26082508 | -2987422 | -26082508 |
Avg Bars in Trades | 45 | 18 | 72 | 45 | 18 | 72 |
Avg Bars in Winners | 12 | 4 | 19 | 50 | 27 | 91 |
Avg Bars in Losers | 145 | 52 | 291 | 41 | 8 | 64 |
Bars Traded | 3316 | 702 | 2614 | 3316 | 702 | 2614 |
Profit Streak | 83.1462 | 153.6462 | 0 | 83.1462 | 153.6462 | 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 | -652934 | -576903 | -576837 | -64802 | 562690 | 94393 |
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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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