Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9474579.1288 | 20455.4761 | -9495034.6049 | 135942912.8926 | 64240743.734 | 71702169.1585 |
Total P&L (%) | -9474.5791 | 20.4555 | -9495.0346 | 135942.9129 | 64240.7437 | 71702.1692 |
Avg Daily Profit (%) | -5.0829 | 0.011 | -5.0939 | 0.3879 | 0.3475 | 0.3534 |
Buy And Hold Return (%) | 15126.4987 | 15126.4987 | 15126.4987 | 15126.4987 | 15126.4987 | 15126.4987 |
Max Trade Drawdown | -9605359 | -77938 | -9558465 | -42537086 | -6012420 | -42537086 |
Profit Factor | 0.0386 | 1.1455 | 0.0226 | 2.5629 | 6.185 | 1.9613 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 63 | 31 | 32 | 31 | 18 | 13 |
Losing Trades | 15 | 8 | 7 | 47 | 21 | 26 |
Profitability (%) | 80.7692 | 79.4872 | 82.0513 | 39.7436 | 46.1538 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.0092 | 0.2956 | 0.0049 | 3.8857 | 7.2158 | 3.9226 |
Largest Winning Trade | 20277 | 20014 | 20277 | 81551672 | 17806619 | 81551672 |
Largest Losing Trade | -9074999 | -53252 | -9074999 | -42537086 | -1519608 | -42537086 |
Avg Bars in Trades | 43 | 15 | 70 | 43 | 15 | 70 |
Avg Bars in Winners | 14 | 5 | 22 | 52 | 30 | 83 |
Avg Bars in Losers | 165 | 54 | 293 | 37 | 3 | 64 |
Bars Traded | 3380 | 615 | 2765 | 3380 | 615 | 2765 |
Profit Streak | 87.8777 | 819.3777 | 0 | 87.8777 | 734.8777 | 0 |
Trades During Streak | 1 | 14 | 0 | 1 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614755 | -400491 | -576669 | -27677 | 578429 | 181783 |
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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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