Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7850282.793 | 67207.6802 | -7917490.4732 | 145969720.8616 | 32733971.3216 | 113235749.5399 |
Total P&L (%) | -7850.2828 | 67.2077 | -7917.4905 | 145969.7209 | 32733.9713 | 113235.7495 |
Avg Daily Profit (%) | -3.7683 | 0.0323 | -3.8005 | 0.3504 | 0.2785 | 0.3382 |
Buy And Hold Return (%) | 607.8228 | 607.8228 | 607.8228 | 607.8228 | 607.8228 | 607.8228 |
Max Trade Drawdown | -8009913 | -21582 | -221404 | -84859688 | -12679629 | -84859688 |
Profit Factor | 0.0698 | 1.8475 | 0.0529 | 1.7295 | 1.9873 | 1.6783 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 58 | 27 | 31 | 36 | 20 | 16 |
Losing Trades | 19 | 12 | 7 | 41 | 19 | 22 |
Profitability (%) | 75.3247 | 69.2308 | 81.5789 | 46.7532 | 51.2821 | 42.1053 |
Ratio Avg Win / Avg Loss | 0.0229 | 0.8211 | 0.012 | 1.9697 | 1.8879 | 2.3076 |
Largest Winning Trade | 37538 | 20421 | 37538 | 99863774 | 9045242 | 99863774 |
Largest Losing Trade | -8009913 | -22566 | -8009913 | -84859688 | -8029124 | -84859688 |
Avg Bars in Trades | 315 | 25 | 613 | 315 | 25 | 613 |
Avg Bars in Winners | 191 | 16 | 343 | 281 | 27 | 599 |
Avg Bars in Losers | 696 | 47 | 1807 | 345 | 24 | 623 |
Bars Traded | 24307 | 1008 | 23299 | 24307 | 1008 | 23299 |
Profit Streak | 8.6215 | 205.7882 | 8.6215 | 8.6215 | 205.7882 | 8.6215 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -621942 | -310639 | -576052 | -33386 | 516952 | 360406 |
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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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