Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6207361.3741 | 56724.2566 | -6264085.6307 | 120699648.1235 | 14969242.1334 | 105730405.9901 |
Total P&L (%) | -6207.3614 | 56.7243 | -6264.0856 | 120699.6481 | 14969.2421 | 105730.406 |
Avg Daily Profit (%) | -2.618 | 0.0239 | -2.642 | 0.2998 | 0.2117 | 0.2942 |
Buy And Hold Return (%) | 546.9027 | 546.9027 | 546.9027 | 546.9027 | 546.9027 | 546.9027 |
Max Trade Drawdown | -6420917 | -41531 | -6417033 | -51215853 | -11634461 | -53731500 |
Profit Factor | 0.0723 | 1.7376 | 0.0529 | 2.2092 | 1.4681 | 2.5585 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 73 | 34 | 39 | 53 | 25 | 28 |
Losing Trades | 18 | 12 | 6 | 38 | 21 | 17 |
Profitability (%) | 80.2198 | 73.913 | 86.6667 | 58.2418 | 54.3478 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.0178 | 0.6133 | 0.0081 | 1.584 | 1.2332 | 1.5534 |
Largest Winning Trade | 35593 | 13902 | 35593 | 86247025 | 14705862 | 86247025 |
Largest Losing Trade | -6416318 | -40435 | -6416318 | -13364138 | -7297651 | -13364138 |
Avg Bars in Trades | 69 | 7 | 132 | 69 | 7 | 132 |
Avg Bars in Winners | 31 | 3 | 55 | 55 | 7 | 97 |
Avg Bars in Losers | 222 | 17 | 631 | 88 | 6 | 189 |
Bars Traded | 6295 | 326 | 5969 | 6295 | 326 | 5969 |
Profit Streak | 169.5531 | 169.5531 | 244.8864 | 169.5531 | 169.5531 | 244.8864 |
Trades During Streak | 6 | 3 | 15 | 6 | 3 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574907 | -321363 | -574569 | 570418 | 414683 | 611146 |
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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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