Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9494412.7191 | 11481.2268 | -9505893.9459 | 109925132.8465 | 54381358.2978 | 55543774.5487 |
Total P&L (%) | -9494.4127 | 11.4812 | -9505.8939 | 109925.1328 | 54381.3583 | 55543.7745 |
Avg Daily Profit (%) | -5.1073 | 0.0062 | -5.1134 | 0.3774 | 0.3395 | 0.3406 |
Buy And Hold Return (%) | 12347.3493 | 12347.3493 | 12347.3493 | 12347.3493 | 12347.3493 | 12347.3493 |
Max Trade Drawdown | -9628212 | -90166 | -9569643 | -38943756 | -6665003 | -38943756 |
Profit Factor | 0.038 | 1.077 | 0.0221 | 2.1403 | 4.017 | 1.7087 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 59 | 29 | 30 | 31 | 18 | 13 |
Losing Trades | 15 | 8 | 7 | 43 | 19 | 24 |
Profitability (%) | 79.7297 | 78.3784 | 81.0811 | 41.8919 | 48.6486 | 35.1351 |
Ratio Avg Win / Avg Loss | 0.0097 | 0.2971 | 0.0052 | 2.9687 | 4.2402 | 3.1544 |
Largest Winning Trade | 23784 | 20014 | 23784 | 74662574 | 16302400 | 74662574 |
Largest Losing Trade | -9074999 | -53252 | -9074999 | -38943756 | -6665003 | -38943756 |
Avg Bars in Trades | 45 | 16 | 75 | 45 | 16 | 75 |
Avg Bars in Winners | 14 | 4 | 24 | 51 | 28 | 83 |
Avg Bars in Losers | 167 | 56 | 293 | 41 | 4 | 70 |
Bars Traded | 3380 | 595 | 2785 | 3380 | 595 | 2785 |
Profit Streak | 82.7241 | 153.7241 | 0 | 82.7241 | 153.7241 | 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 | -644865 | -483264 | -576778 | -57747 | 531874 | 177235 |
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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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