Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1909230.1341 | 19740.0008 | -1928970.1348 | 8109102.9216 | -24930992.5169 | 33040095.4385 |
Total P&L (%) | -1909.2301 | 19.74 | -1928.9701 | 8109.1029 | -24930.9925 | 33040.0954 |
Avg Daily Profit (%) | -0.7999 | 0.0083 | -0.8082 | 0.1849 | 0 | 0.2434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2215708 | -96803 | -2216404 | -75308419 | -46617920 | -50566329 |
Profit Factor | 0.2503 | 1.1367 | 0.197 | 1.0741 | 0.513 | 1.5673 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 45 | 19 | 26 | 41 | 16 | 25 |
Losing Trades | 17 | 12 | 5 | 21 | 15 | 6 |
Profitability (%) | 72.5806 | 61.2903 | 83.871 | 66.129 | 51.6129 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.0946 | 0.7179 | 0.0379 | 0.5502 | 0.4809 | 0.3762 |
Largest Winning Trade | 57476 | 14838 | 57476 | 24132313 | 8761307 | 24132313 |
Largest Losing Trade | -2070291 | -48823 | -2070291 | -38759804 | -38759804 | -35383200 |
Avg Bars in Trades | 144 | 40 | 247 | 144 | 40 | 247 |
Avg Bars in Winners | 76 | 21 | 117 | 118 | 22 | 180 |
Avg Bars in Losers | 322 | 70 | 926 | 192 | 59 | 526 |
Bars Traded | 8930 | 1256 | 7674 | 8930 | 1256 | 7674 |
Profit Streak | 173.7643 | 173.7643 | 242.2643 | 173.7643 | 173.7643 | 242.2643 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -735381 | -258710 | -575198 | -288212 | -580026 | 494117 |
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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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