Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9816387.5769 | 186224.5026 | -10002612.0795 | 187288387.7064 | -21090439.7142 | 208378827.4206 |
Total P&L (%) | -9816.3876 | 186.2245 | -10002.6121 | 187288.3877 | -21090.4397 | 208378.8274 |
Avg Daily Profit (%) | -4.3192 | 0.0819 | -4.4011 | 0.3321 | 0 | 0.3368 |
Buy And Hold Return (%) | 9884.0951 | 9884.0951 | 9884.0951 | 9884.0951 | 9884.0951 | 9884.0951 |
Max Trade Drawdown | -10051667 | -79882 | -10096971 | -161465709 | -118679189 | -121245100 |
Profit Factor | 0.0557 | 2.3497 | 0.0248 | 1.6004 | 0.8771 | 2.4852 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 38 | 18 | 20 | 26 | 14 | 12 |
Losing Trades | 20 | 11 | 9 | 32 | 15 | 17 |
Profitability (%) | 65.5172 | 62.069 | 68.9655 | 44.8276 | 48.2759 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.0293 | 1.4359 | 0.0112 | 1.9698 | 0.9398 | 3.5207 |
Largest Winning Trade | 69953 | 69953 | 41294 | 231864698 | 46085493 | 231864698 |
Largest Losing Trade | -9993139 | -38331 | -9993139 | -44599190 | -44599190 | -32527579 |
Avg Bars in Trades | 148 | 157 | 138 | 148 | 157 | 138 |
Avg Bars in Winners | 118 | 129 | 108 | 162 | 151 | 175 |
Avg Bars in Losers | 205 | 204 | 207 | 136 | 163 | 112 |
Bars Traded | 8597 | 4573 | 4024 | 8597 | 4573 | 4024 |
Profit Streak | 136.2525 | 136.2525 | 245.2525 | 136.2525 | 136.2525 | 245.2525 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756882 | -243499 | -577402 | -167931 | -580543 | 414287 |
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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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